+123.0%
IBM vs JHX
-27.7%
+150.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +3.6% | -6.3% | +9.9% | +4.2% |
| 30D | +3.1% | -7.7% | +10.8% | +3.8% |
| 3M | -10.8% | +19.2% | -30.0% | -12.6% |
| 6M | -0.8% | +38.3% | -39.1% | -4.6% |
| YTD | -16.2% | +37.2% | -53.4% | -19.5% |
| 1Y | -2.9% | +42.3% | -45.2% | -7.2% |
| 3Y | +79.8% | -4.4% | +84.2% | +72.5% |
| All | +123.0% | -27.7% | +150.7% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling