+5,074.9%
DELL vs JHX
+90.6%
+4,984.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.7% |
| 7D | +8.2% | -6.3% | +14.6% | +10.6% |
| 30D | +17.1% | -7.7% | +24.8% | +20.2% |
| 3M | +45.2% | +19.2% | +26.0% | +36.4% |
| 6M | +286.8% | +38.3% | +248.5% | +244.3% |
| YTD | +354.8% | +37.2% | +317.6% | +304.5% |
| 1Y | +358.3% | +42.3% | +316.0% | +300.5% |
| 3Y | +724.9% | -4.4% | +729.3% | +655.6% |
| 5Y | +1,193.7% | -26.4% | +1,220.1% | +1,152.2% |
| 10Y | +4,433.8% | +106.3% | +4,327.6% | +2,817.5% |
| All | +5,074.9% | +90.6% | +4,984.3% | +3,310.9% |
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 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