+1,145.9%
DELL vs JHX
-27.7%
+1,173.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.7% |
| 7D | +8.2% | -6.3% | +14.6% | +10.5% |
| 30D | +17.1% | -7.7% | +24.8% | +20.1% |
| 3M | +45.2% | +19.2% | +26.0% | +36.6% |
| 6M | +286.8% | +38.3% | +248.5% | +245.4% |
| YTD | +354.8% | +37.2% | +317.6% | +305.8% |
| 1Y | +358.3% | +42.3% | +316.0% | +302.1% |
| 3Y | +724.9% | -4.4% | +729.3% | +648.2% |
| All | +1,145.9% | -27.7% | +1,173.6% | +1,066.4% |
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 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