+28.2%
BABA vs JHX
+228.9%
-200.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | -4.8% | +1.5% | -6.3% | -5.2% |
| 30D | -11.9% | +7.2% | -19.1% | -13.7% |
| 3M | -9.3% | +29.9% | -39.2% | -16.1% |
| 6M | -14.2% | +35.4% | -49.6% | -22.3% |
| YTD | -22.0% | +46.5% | -68.5% | -30.9% |
| 1Y | -12.7% | +55.5% | -68.2% | -24.7% |
| 3Y | +26.7% | -0.4% | +27.1% | +14.3% |
| 5Y | -29.3% | -23.3% | -6.0% | -33.4% |
| 10Y | +21.2% | +111.1% | -89.9% | -20.2% |
| All | +28.2% | +228.9% | -200.7% | -25.8% |
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