+1,767.1%
ASML vs JHX
+105.3%
+1,661.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.8% |
| 7D | +2.8% | +1.6% | +1.2% | +2.1% |
| 30D | -0.2% | -5.0% | +4.8% | +1.5% |
| 3M | -2.6% | +24.5% | -27.0% | -10.8% |
| 6M | +27.9% | +34.9% | -7.0% | +13.2% |
| YTD | +62.4% | +39.3% | +23.1% | +41.8% |
| 1Y | +116.2% | +48.6% | +67.7% | +82.2% |
| 3Y | +182.4% | -2.0% | +184.4% | +149.3% |
| 5Y | +112.4% | -24.4% | +136.8% | +101.7% |
| 10Y | +1,767.1% | +109.4% | +1,657.6% | +1,047.0% |
| All | +1,767.1% | +105.3% | +1,661.8% | +1,047.0% |
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