-6.7%
AXP vs JHX
+44.7%
-51.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +0.7% |
| 7D | +4.6% | +13.3% | -8.7% | +2.3% |
| 30D | +9.7% | +17.1% | -7.4% | +6.6% |
| 3M | -3.8% | +4.1% | -7.9% | -4.8% |
| 6M | +4.8% | +48.5% | -43.7% | -3.0% |
| YTD | -9.1% | +42.3% | -51.4% | -15.4% |
| 1Y | -6.7% | +47.4% | -54.1% | -13.9% |
| All | -6.7% | +44.7% | -51.4% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling