+48.5%
AMZN vs JHX
-27.7%
+76.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -0.7% | -6.3% | +5.6% | +1.1% |
| 30D | -3.9% | -7.7% | +3.8% | -1.9% |
| 3M | +6.3% | +19.2% | -12.8% | +0.9% |
| 6M | +20.8% | +38.3% | -17.5% | +9.1% |
| YTD | +11.2% | +37.2% | -26.0% | +0.1% |
| 1Y | +11.7% | +42.3% | -30.6% | -1.3% |
| 3Y | +79.4% | -4.4% | +83.8% | +58.7% |
| All | +48.5% | -27.7% | +76.2% | +41.9% |
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 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