+37.4%
GILD vs JHX
+56.2%
-18.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +3.7% | +1.5% | +2.1% | +3.5% |
| 30D | +14.6% | +7.2% | +7.4% | +13.6% |
| 3M | +17.7% | +29.9% | -12.3% | +14.2% |
| 6M | +3.1% | +35.4% | -32.2% | -0.8% |
| YTD | +24.5% | +46.5% | -21.9% | +19.3% |
| 1Y | +37.4% | +55.5% | -18.1% | +29.4% |
| All | +37.4% | +56.2% | -18.9% | +29.4% |
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 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