+838.6%
CVS vs JHX
+2,220.4%
-1,381.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -1.3% |
| 30D | +1.9% | -9.3% | +11.2% | +3.2% |
| 3M | -2.2% | +28.1% | -30.3% | -6.0% |
| 6M | +26.7% | +35.2% | -8.5% | +20.2% |
| YTD | +22.9% | +35.9% | -13.0% | +16.3% |
| 1Y | +32.9% | +42.5% | -9.6% | +24.5% |
| 3Y | +62.3% | -4.5% | +66.8% | +54.6% |
| 5Y | +34.2% | -27.1% | +61.3% | +30.9% |
| 10Y | +41.8% | +104.2% | -62.5% | +12.9% |
| All | +838.6% | +2,220.4% | -1,381.8% | +426.3% |
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