+13,208.0%
ASML vs JHX
+2,401.5%
+10,806.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.6% |
| 30D | +2.2% | +7.2% | -5.0% | -0.1% |
| 3M | -2.3% | +29.9% | -32.2% | -10.2% |
| 6M | +23.0% | +35.4% | -12.4% | +11.4% |
| YTD | +61.1% | +46.5% | +14.6% | +42.2% |
| 1Y | +129.1% | +55.5% | +73.6% | +96.7% |
| 3Y | +165.4% | -0.4% | +165.8% | +142.3% |
| 5Y | +109.5% | -23.3% | +132.8% | +103.5% |
| 10Y | +1,645.7% | +111.1% | +1,534.6% | +1,111.4% |
| All | +13,208.0% | +2,401.5% | +10,806.4% | +6,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling