-12.7%
CMCSA vs JHX
+56.2%
-69.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | +7.0% | +7.2% | -0.1% | +6.7% |
| 3M | +15.1% | +29.9% | -14.8% | +13.8% |
| 6M | -15.4% | +35.4% | -50.7% | -16.3% |
| YTD | -1.9% | +46.5% | -48.4% | -4.0% |
| 1Y | -12.7% | +55.5% | -68.2% | -14.5% |
| All | -12.7% | +56.2% | -69.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling