+43.7%
EXC vs JHX
-28.4%
+72.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -1.6% | -4.9% | +3.2% | -1.3% |
| 30D | -2.4% | -9.3% | +6.9% | -1.8% |
| 3M | -4.0% | +28.1% | -32.0% | -5.6% |
| 6M | -9.8% | +35.2% | -45.0% | -11.9% |
| YTD | +2.3% | +35.9% | -33.6% | -0.2% |
| 1Y | +3.8% | +42.5% | -38.7% | +0.7% |
| 3Y | +19.7% | -4.5% | +24.2% | +16.6% |
| All | +43.7% | -28.4% | +72.1% | +40.1% |
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