+127.8%
AAPL vs JHX
-27.7%
+155.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | +3.8% | -6.3% | +10.2% | +5.3% |
| 30D | +9.9% | -7.7% | +17.7% | +11.7% |
| 3M | +12.5% | +19.2% | -6.7% | +7.6% |
| 6M | +27.6% | +38.3% | -10.6% | +16.9% |
| YTD | +22.6% | +37.2% | -14.7% | +11.9% |
| 1Y | +45.0% | +42.3% | +2.7% | +30.4% |
| 3Y | +87.8% | -4.4% | +92.2% | +69.2% |
| All | +127.8% | -27.7% | +155.5% | +120.7% |
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