+234.3%
CMCSA vs JHX
+2,220.4%
-1,986.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +2.9% |
| 7D | -5.6% | -4.9% | -0.7% | -4.5% |
| 30D | -1.9% | -9.3% | +7.4% | +0.1% |
| 3M | +6.4% | +28.1% | -21.6% | +0.3% |
| 6M | -16.9% | +35.2% | -52.1% | -23.4% |
| YTD | -6.8% | +35.9% | -42.6% | -14.4% |
| 1Y | -15.9% | +42.5% | -58.4% | -24.0% |
| 3Y | -33.4% | -4.5% | -29.0% | -38.3% |
| 5Y | -46.7% | -27.1% | -19.6% | -48.6% |
| 10Y | +7.0% | +104.2% | -97.2% | -24.0% |
| All | +234.3% | +2,220.4% | -1,986.1% | +21.7% |
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 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