+773.5%
EXPE vs JHX
+581.3%
+192.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | -11.5% | +1.6% | -13.1% | -12.0% |
| 30D | -13.1% | -5.0% | -8.1% | -11.8% |
| 3M | +18.1% | +24.5% | -6.3% | +10.3% |
| 6M | +13.3% | +34.9% | -21.6% | +2.2% |
| YTD | -3.2% | +39.3% | -42.6% | -14.0% |
| 1Y | +26.1% | +48.6% | -22.4% | +9.1% |
| 3Y | +151.7% | -2.0% | +153.7% | +128.5% |
| 5Y | +88.3% | -24.4% | +112.7% | +81.7% |
| 10Y | +158.0% | +109.4% | +48.6% | +76.2% |
| All | +773.5% | +581.3% | +192.2% | +243.3% |
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 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