+225.4%
GE vs JHX
+2,243.5%
-2,018.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | -4.0% | -6.3% | +2.3% | -2.4% |
| 30D | -11.4% | -7.7% | -3.7% | -9.7% |
| 3M | -2.6% | +19.2% | -21.8% | -7.3% |
| 6M | -0.3% | +38.3% | -38.6% | -8.9% |
| YTD | +5.4% | +37.2% | -31.8% | -3.9% |
| 1Y | +15.5% | +42.3% | -26.7% | +3.8% |
| 3Y | +260.8% | -4.4% | +265.2% | +234.8% |
| 5Y | +421.6% | -26.4% | +448.0% | +406.2% |
| 10Y | +150.6% | +106.3% | +44.3% | +79.3% |
| All | +225.4% | +2,243.5% | -2,018.1% | +44.4% |
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