+115.6%
ASML vs JHX
-23.3%
+138.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.5% |
| 7D | +6.0% | +4.5% | +1.5% | +4.3% |
| 30D | +1.4% | -1.2% | +2.6% | +1.7% |
| 3M | +1.0% | +32.8% | -31.7% | -9.1% |
| 6M | +37.0% | +41.2% | -4.2% | +20.0% |
| YTD | +65.8% | +43.9% | +21.8% | +44.0% |
| 1Y | +123.1% | +48.0% | +75.1% | +90.0% |
| 3Y | +188.2% | +1.2% | +187.0% | +146.8% |
| 5Y | +115.6% | -22.6% | +138.2% | +103.4% |
| All | +115.6% | -23.3% | +138.9% | +103.4% |
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