+155.2%
W vs JHX
+106.3%
+49.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.6% |
| 7D | -0.9% | -6.3% | +5.5% | +2.9% |
| 30D | -4.2% | -7.7% | +3.5% | +0.3% |
| 3M | +26.9% | +19.2% | +7.7% | +14.9% |
| 6M | +31.2% | +38.3% | -7.0% | +8.9% |
| YTD | -1.8% | +37.2% | -39.0% | -18.7% |
| 1Y | +9.3% | +42.3% | -33.0% | -12.7% |
| 3Y | +33.2% | -4.4% | +37.6% | +18.7% |
| 5Y | -62.4% | -26.4% | -36.0% | -62.5% |
| All | +155.2% | +106.3% | +49.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling