+600.4%
EXC vs JHX
+2,357.9%
-1,757.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.0% |
| 7D | +1.2% | +4.5% | -3.3% | +0.5% |
| 30D | -2.7% | -1.2% | -1.5% | -2.6% |
| 3M | -1.0% | +32.8% | -33.7% | -5.7% |
| 6M | -9.3% | +41.2% | -50.4% | -15.1% |
| YTD | +3.6% | +43.9% | -40.3% | -3.6% |
| 1Y | +5.9% | +48.0% | -42.1% | -2.4% |
| 3Y | +21.3% | +1.2% | +20.1% | +13.3% |
| 5Y | +46.2% | -22.6% | +68.8% | +40.2% |
| 10Y | +151.5% | +111.5% | +40.0% | +93.0% |
| All | +600.4% | +2,357.9% | -1,757.5% | +254.7% |
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