+113.5%
CSCO vs JHX
-4.5%
+118.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.3% |
| 7D | +2.7% | -6.3% | +9.0% | +3.2% |
| 30D | -9.5% | -7.7% | -1.7% | -8.9% |
| 3M | -7.6% | +19.2% | -26.8% | -9.2% |
| 6M | +44.9% | +38.3% | +6.6% | +40.1% |
| YTD | +47.7% | +37.2% | +10.5% | +42.8% |
| 1Y | +69.1% | +42.3% | +26.8% | +62.7% |
| 3Y | +113.5% | -4.4% | +117.9% | +111.7% |
| All | +113.5% | -4.5% | +118.0% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling