+690.3%
ABT vs JHX
+2,243.5%
-1,553.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -5.9% | -6.3% | +0.4% | -5.1% |
| 30D | -8.1% | -7.7% | -0.3% | -7.2% |
| 3M | +14.5% | +19.2% | -4.6% | +11.8% |
| 6M | -6.3% | +38.3% | -44.6% | -10.7% |
| YTD | -17.1% | +37.2% | -54.3% | -21.2% |
| 1Y | -21.4% | +42.3% | -63.6% | -25.8% |
| 3Y | +5.9% | -4.4% | +10.3% | +1.4% |
| 5Y | -12.8% | -26.4% | +13.6% | -14.9% |
| 10Y | +200.1% | +106.3% | +93.8% | +147.3% |
| All | +690.3% | +2,243.5% | -1,553.2% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling