-47.2%
CMCSA vs JHX
-27.7%
-19.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -4.9% | -6.3% | +1.4% | -4.0% |
| 30D | -1.1% | -7.7% | +6.7% | 0.0% |
| 3M | +6.6% | +19.2% | -12.6% | +3.8% |
| 6M | -15.5% | +38.3% | -53.7% | -19.8% |
| YTD | -6.7% | +37.2% | -43.9% | -11.6% |
| 1Y | -15.6% | +42.3% | -57.9% | -20.8% |
| 3Y | -33.7% | -4.4% | -29.3% | -37.5% |
| All | -47.2% | -27.7% | -19.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling