+1,609.1%
AXP vs JHX
+2,188.3%
-579.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.2% |
| 30D | +4.4% | +13.1% | -8.7% | +0.6% |
| 3M | -6.4% | -10.0% | +3.6% | -4.0% |
| 6M | +4.2% | +38.9% | -34.8% | -6.6% |
| YTD | -12.4% | +34.0% | -46.3% | -21.4% |
| 1Y | -11.1% | +66.0% | -77.1% | -25.2% |
| 3Y | +114.9% | -6.2% | +121.1% | +97.7% |
| 5Y | +87.4% | -31.6% | +119.0% | +84.2% |
| 10Y | +420.8% | +116.6% | +304.2% | +249.7% |
| All | +1,609.1% | +2,188.3% | -579.3% | +595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling