+458.4%
AXP vs JHX
+104.2%
+354.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -2.8% | -4.9% | +2.1% | -1.2% |
| 30D | -5.9% | -9.3% | +3.4% | -3.0% |
| 3M | +2.6% | +28.1% | -25.4% | -6.3% |
| 6M | +6.4% | +35.2% | -28.8% | -5.7% |
| YTD | -12.6% | +35.9% | -48.5% | -23.1% |
| 1Y | +0.2% | +42.5% | -42.3% | -14.1% |
| 3Y | +110.9% | -4.5% | +115.4% | +86.1% |
| 5Y | +114.7% | -27.1% | +141.8% | +106.7% |
| All | +458.4% | +104.2% | +354.2% | +210.5% |
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