+649.8%
DIS vs JHX
+2,357.9%
-1,708.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -1.1% | +4.5% | -5.6% | -2.2% |
| 30D | +0.1% | -1.2% | +1.4% | +0.4% |
| 3M | +7.1% | +32.8% | -25.7% | -0.4% |
| 6M | +4.3% | +41.2% | -36.9% | -5.1% |
| YTD | -6.9% | +43.9% | -50.9% | -15.9% |
| 1Y | -10.3% | +48.0% | -58.4% | -20.0% |
| 3Y | +32.8% | +1.2% | +31.6% | +21.7% |
| 5Y | -41.5% | -22.6% | -18.9% | -43.9% |
| 10Y | +21.2% | +111.5% | -90.3% | -12.0% |
| All | +649.8% | +2,357.9% | -1,708.1% | +263.6% |
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