+2,770.9%
AVGO vs JHX
+106.3%
+2,664.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +1.1% | -6.3% | +7.5% | +3.3% |
| 30D | -13.0% | -7.7% | -5.2% | -10.9% |
| 3M | -6.0% | +19.2% | -25.1% | -12.1% |
| 6M | +6.4% | +38.3% | -31.9% | -6.4% |
| YTD | +5.0% | +37.2% | -32.2% | -8.0% |
| 1Y | +1.4% | +42.3% | -40.9% | -13.1% |
| 3Y | +336.8% | -4.4% | +341.2% | +292.7% |
| 5Y | +698.2% | -26.4% | +724.6% | +668.9% |
| All | +2,770.9% | +106.3% | +2,664.7% | +1,670.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling