-18.9%
EXE vs JHX
+44.7%
-63.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.3% | -11.2% | -2.1% |
| 7D | -4.7% | +13.3% | -17.9% | -3.5% |
| 30D | +1.0% | +17.1% | -16.1% | +2.6% |
| 3M | -5.6% | +4.1% | -9.7% | -5.1% |
| 6M | -12.3% | +48.5% | -60.8% | -8.2% |
| YTD | -19.5% | +42.3% | -61.8% | -14.8% |
| 1Y | -18.9% | +47.4% | -66.3% | -14.3% |
| All | -18.9% | +44.7% | -63.6% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling