+159.7%
GILD vs JHX
+106.3%
+53.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | -4.8% | -6.3% | +1.5% | -4.2% |
| 30D | +5.8% | -7.7% | +13.5% | +6.6% |
| 3M | +14.9% | +19.2% | -4.2% | +12.6% |
| 6M | -0.4% | +38.3% | -38.6% | -4.2% |
| YTD | +18.5% | +37.2% | -18.7% | +13.9% |
| 1Y | +25.1% | +42.3% | -17.2% | +19.4% |
| 3Y | +105.9% | -4.4% | +110.3% | +97.9% |
| 5Y | +143.0% | -26.4% | +169.4% | +137.9% |
| All | +159.7% | +106.3% | +53.5% | +110.3% |
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 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