+114.5%
AXP vs JHX
-24.7%
+139.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.6% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | -5.0% | -5.0% | 0.0% | -4.0% |
| 3M | +1.4% | +24.5% | -23.1% | -4.1% |
| 6M | +6.0% | +34.9% | -28.9% | -2.3% |
| YTD | -12.3% | +39.3% | -51.6% | -20.0% |
| 1Y | +0.3% | +48.6% | -48.3% | -10.4% |
| 3Y | +111.7% | -2.0% | +113.7% | +91.8% |
| 5Y | +114.5% | -24.4% | +138.9% | +119.4% |
| All | +114.5% | -24.7% | +139.2% | +119.4% |
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