+160.0%
EXPE vs JHX
+106.3%
+53.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -5.8% | -6.3% | +0.5% | -3.7% |
| 30D | -13.6% | -7.7% | -5.9% | -11.3% |
| 3M | +25.2% | +19.2% | +6.0% | +17.6% |
| 6M | +22.3% | +38.3% | -15.9% | +7.8% |
| YTD | -0.3% | +37.2% | -37.5% | -12.4% |
| 1Y | +27.8% | +42.3% | -14.5% | +9.8% |
| 3Y | +162.4% | -4.4% | +166.8% | +132.8% |
| 5Y | +95.8% | -26.4% | +122.2% | +86.8% |
| All | +160.0% | +106.3% | +53.8% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling