+11,533.4%
ASML vs JHX
+2,168.6%
+9,364.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.5% |
| 7D | +10.4% | -3.8% | +14.2% | +11.6% |
| 30D | -12.7% | +11.7% | -24.4% | -15.9% |
| 3M | -17.2% | -10.7% | -6.5% | -14.9% |
| 6M | -1.3% | +36.5% | -37.8% | -11.4% |
| YTD | +40.8% | +32.8% | +8.0% | +27.2% |
| 1Y | +45.2% | +62.5% | -17.3% | +23.3% |
| 3Y | +131.8% | -5.7% | +137.5% | +114.9% |
| 5Y | +84.0% | -32.2% | +116.2% | +84.4% |
| 10Y | +1,541.9% | +114.7% | +1,427.2% | +1,032.9% |
| All | +11,533.4% | +2,168.6% | +9,364.8% | +5,920.7% |
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