-63.2%
W vs JHX
-27.7%
-35.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.5% |
| 7D | -0.9% | -6.3% | +5.5% | +3.2% |
| 30D | -4.2% | -7.7% | +3.5% | +0.6% |
| 3M | +26.9% | +19.2% | +7.7% | +14.2% |
| 6M | +31.2% | +38.3% | -7.0% | +7.4% |
| YTD | -1.8% | +37.2% | -39.0% | -19.8% |
| 1Y | +9.3% | +42.3% | -33.0% | -14.1% |
| 3Y | +33.2% | -4.4% | +37.6% | +12.5% |
| All | -63.2% | -27.7% | -35.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling