+92.7%
ASML vs JHX
-26.4%
+119.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +2.5% | -3.7% | +6.2% | +3.8% |
| 30D | -12.2% | +14.8% | -27.0% | -16.6% |
| 3M | -14.6% | -8.5% | -6.1% | -12.6% |
| 6M | -1.7% | +39.2% | -41.0% | -13.6% |
| YTD | +44.3% | +37.0% | +7.3% | +27.0% |
| 1Y | +51.0% | +66.6% | -15.6% | +24.4% |
| 3Y | +137.6% | -2.7% | +140.3% | +106.6% |
| 5Y | +92.7% | -26.3% | +119.0% | +80.9% |
| All | +92.7% | -26.4% | +119.1% | +80.9% |
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