+914.1%
CSCO vs JHX
+2,279.7%
-1,365.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | -10.7% | -5.0% | -5.7% | -9.9% |
| 3M | -8.7% | +24.5% | -33.2% | -13.3% |
| 6M | +44.9% | +34.9% | +10.0% | +34.2% |
| YTD | +44.1% | +39.3% | +4.8% | +32.2% |
| 1Y | +65.9% | +48.6% | +17.3% | +49.2% |
| 3Y | +109.0% | -2.0% | +111.0% | +93.3% |
| 5Y | +114.8% | -24.4% | +139.2% | +105.7% |
| 10Y | +377.3% | +109.4% | +267.9% | +245.7% |
| All | +914.1% | +2,279.7% | -1,365.6% | +395.8% |
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