+61.9%
EBAY vs JHX
-27.7%
+89.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | +4.2% | -6.3% | +10.5% | +5.3% |
| 30D | +5.6% | -7.7% | +13.4% | +6.9% |
| 3M | -1.4% | +19.2% | -20.6% | -4.8% |
| 6M | +18.2% | +38.3% | -20.1% | +10.3% |
| YTD | +24.8% | +37.2% | -12.4% | +16.4% |
| 1Y | +18.0% | +42.3% | -24.3% | +8.9% |
| 3Y | +160.3% | -4.4% | +164.7% | +142.0% |
| All | +61.9% | -27.7% | +89.6% | +50.9% |
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