+172.0%
AXON vs JHX
-27.7%
+199.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -7.0% | -6.3% | -0.7% | -5.5% |
| 30D | -20.1% | -7.7% | -12.3% | -18.4% |
| 3M | +7.4% | +19.2% | -11.7% | +3.2% |
| 6M | -7.4% | +38.3% | -45.7% | -14.9% |
| YTD | -15.6% | +37.2% | -52.8% | -22.6% |
| 1Y | -36.2% | +42.3% | -78.5% | -42.1% |
| 3Y | +124.8% | -4.4% | +129.2% | +103.3% |
| All | +172.0% | -27.7% | +199.6% | +171.9% |
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