+91.1%
EXE vs JHX
-27.7%
+118.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -3.1% | -6.3% | +3.2% | -2.5% |
| 30D | -0.9% | -7.7% | +6.8% | -0.2% |
| 3M | +9.6% | +19.2% | -9.6% | +7.3% |
| 6M | -11.6% | +38.3% | -49.9% | -15.3% |
| YTD | -12.6% | +37.2% | -49.8% | -16.3% |
| 1Y | +1.2% | +42.3% | -41.1% | -4.0% |
| 3Y | +18.0% | -4.4% | +22.4% | +12.3% |
| All | +91.1% | -27.7% | +118.8% | +78.3% |
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 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