+1,633.3%
AXP vs JHX
+2,401.5%
-768.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | -6.5% | +7.2% | -13.7% | -8.6% |
| 3M | +4.6% | +29.9% | -25.3% | -3.6% |
| 6M | +5.4% | +35.4% | -29.9% | -5.0% |
| YTD | -11.1% | +46.5% | -57.6% | -22.0% |
| 1Y | -0.3% | +55.5% | -55.8% | -14.7% |
| 3Y | +111.6% | -0.4% | +112.0% | +91.1% |
| 5Y | +117.6% | -23.3% | +140.9% | +107.4% |
| 10Y | +474.1% | +111.1% | +363.0% | +287.8% |
| All | +1,633.3% | +2,401.5% | -768.2% | +589.9% |
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 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