+167.0%
CVX vs JHX
-27.7%
+194.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +2.6% | -6.3% | +8.9% | +3.1% |
| 30D | +9.8% | -7.7% | +17.6% | +10.5% |
| 3M | +16.2% | +19.2% | -3.0% | +14.1% |
| 6M | +13.6% | +38.3% | -24.7% | +9.3% |
| YTD | +44.4% | +37.2% | +7.2% | +38.7% |
| 1Y | +40.6% | +42.3% | -1.7% | +33.9% |
| 3Y | +48.2% | -4.4% | +52.6% | +42.4% |
| All | +167.0% | -27.7% | +194.7% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling