+151.4%
ADBE vs JHX
+106.3%
+45.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -5.4% | -6.3% | +1.0% | -3.7% |
| 30D | -2.5% | -7.7% | +5.2% | -0.5% |
| 3M | +15.3% | +19.2% | -3.9% | +9.2% |
| 6M | -7.8% | +38.3% | -46.1% | -17.7% |
| YTD | -27.9% | +37.2% | -65.1% | -36.0% |
| 1Y | -28.0% | +42.3% | -70.3% | -37.2% |
| 3Y | -55.3% | -4.4% | -50.9% | -59.9% |
| 5Y | -61.7% | -26.4% | -35.3% | -63.3% |
| All | +151.4% | +106.3% | +45.2% | +57.1% |
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