+38.6%
GILD vs JHX
+61.8%
-23.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | -2.2% | +2.2% | -4.5% | -2.5% |
| 30D | +13.6% | +13.2% | +0.5% | +12.0% |
| 3M | +28.3% | -0.5% | +28.8% | +28.0% |
| 6M | +23.9% | +30.0% | -6.1% | +20.1% |
| YTD | +38.4% | +34.2% | +4.2% | +32.7% |
| 1Y | +38.6% | +60.6% | -22.0% | +27.0% |
| All | +38.6% | +61.8% | -23.2% | +27.0% |
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