+379.9%
CSCO vs JHX
+106.3%
+273.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.2% |
| 7D | +2.7% | -6.3% | +9.0% | +4.1% |
| 30D | -9.5% | -7.7% | -1.7% | -8.1% |
| 3M | -7.6% | +19.2% | -26.8% | -11.4% |
| 6M | +44.9% | +38.3% | +6.6% | +33.5% |
| YTD | +47.7% | +37.2% | +10.5% | +35.8% |
| 1Y | +69.1% | +42.3% | +26.8% | +53.4% |
| 3Y | +113.5% | -4.4% | +117.9% | +96.6% |
| 5Y | +122.8% | -26.4% | +149.1% | +114.5% |
| All | +379.9% | +106.3% | +273.7% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling