+1,595.5%
AXP vs JHX
+2,168.6%
-573.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.7% |
| 7D | -2.1% | -3.8% | +1.7% | -1.1% |
| 30D | +2.7% | +11.7% | -9.1% | -0.8% |
| 3M | -7.3% | -10.7% | +3.4% | -4.7% |
| 6M | +1.8% | +36.5% | -34.7% | -8.3% |
| YTD | -13.1% | +32.8% | -45.9% | -21.8% |
| 1Y | -13.7% | +62.5% | -76.2% | -26.9% |
| 3Y | +113.1% | -5.7% | +118.8% | +95.7% |
| 5Y | +85.9% | -32.2% | +118.1% | +83.2% |
| 10Y | +416.7% | +114.7% | +302.0% | +247.8% |
| All | +1,595.5% | +2,168.6% | -573.1% | +591.4% |
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 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