+755.6%
GOOGL vs JHX
+106.3%
+649.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | 0.0% | -6.3% | +6.3% | +1.7% |
| 30D | -1.4% | -7.7% | +6.3% | +0.6% |
| 3M | -5.3% | +19.2% | -24.5% | -10.2% |
| 6M | +9.8% | +38.3% | -28.5% | -0.9% |
| YTD | +8.4% | +37.2% | -28.8% | -2.5% |
| 1Y | +41.2% | +42.3% | -1.1% | +24.7% |
| 3Y | +149.6% | -4.4% | +154.0% | +125.4% |
| 5Y | +142.6% | -26.4% | +168.9% | +132.0% |
| All | +755.6% | +106.3% | +649.3% | +455.5% |
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