+38.7%
EXPE vs JHX
+56.2%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.2% |
| 7D | -9.5% | +1.5% | -11.1% | -9.8% |
| 30D | -6.6% | +7.2% | -13.8% | -8.0% |
| 3M | +31.4% | +29.9% | +1.5% | +24.6% |
| 6M | +35.2% | +35.4% | -0.2% | +25.7% |
| YTD | +5.8% | +46.5% | -40.7% | -1.9% |
| 1Y | +38.7% | +55.5% | -16.9% | +29.3% |
| All | +38.7% | +56.2% | -17.6% | +29.3% |
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