+13,449.8%
GOOG vs JHX
+1,034.0%
+12,415.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | 0.0% | -6.3% | +6.4% | +1.4% |
| 30D | -2.0% | -7.7% | +5.8% | -0.3% |
| 3M | -5.9% | +19.2% | -25.0% | -9.7% |
| 6M | +8.9% | +38.3% | -29.4% | +0.5% |
| YTD | +7.1% | +37.2% | -30.1% | -1.3% |
| 1Y | +39.7% | +42.3% | -2.6% | +26.8% |
| 3Y | +145.8% | -4.4% | +150.2% | +129.8% |
| 5Y | +138.6% | -26.4% | +165.0% | +131.9% |
| 10Y | +791.5% | +106.3% | +685.3% | +575.7% |
| All | +13,449.8% | +1,034.0% | +12,415.8% | +6,847.3% |
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