+140.0%
ASML vs JHX
-2.8%
+142.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +2.5% | -3.7% | +6.2% | +3.5% |
| 30D | -12.2% | +14.8% | -27.0% | -15.5% |
| 3M | -14.6% | -8.5% | -6.1% | -13.0% |
| 6M | -1.7% | +39.2% | -41.0% | -10.7% |
| YTD | +44.3% | +37.0% | +7.3% | +31.3% |
| 1Y | +51.0% | +66.6% | -15.6% | +32.0% |
| All | +140.0% | -2.8% | +142.8% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling