+31.0%
BABA vs JHX
-3.0%
+34.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.4% |
| 7D | -2.2% | +1.6% | -3.7% | -2.4% |
| 30D | -17.3% | -5.0% | -12.3% | -16.8% |
| 3M | -7.8% | +24.5% | -32.2% | -11.1% |
| 6M | -16.8% | +34.9% | -51.7% | -21.2% |
| YTD | -24.7% | +39.3% | -64.0% | -28.9% |
| 1Y | -24.9% | +48.6% | -73.5% | -30.1% |
| All | +31.0% | -3.0% | +34.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling