+15.2%
BABA vs JHX
+106.3%
-91.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.5% | -6.3% | +2.8% | -1.8% |
| 30D | -12.7% | -7.7% | -5.0% | -11.0% |
| 3M | -3.0% | +19.2% | -22.2% | -8.1% |
| 6M | -19.1% | +38.3% | -57.3% | -27.0% |
| YTD | -24.7% | +37.2% | -62.0% | -32.1% |
| 1Y | -29.0% | +42.3% | -71.3% | -37.2% |
| 3Y | +30.9% | -4.4% | +35.3% | +19.1% |
| 5Y | -30.9% | -26.4% | -4.5% | -34.5% |
| All | +15.2% | +106.3% | -91.0% | -21.4% |
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 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