+366.1%
IBM vs JHX
+2,279.7%
-1,913.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.9% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | +1.5% | -5.0% | +6.5% | +2.3% |
| 3M | -12.9% | +24.5% | -37.4% | -16.5% |
| 6M | -3.9% | +34.9% | -38.8% | -9.5% |
| YTD | -17.3% | +39.3% | -56.7% | -22.8% |
| 1Y | -5.0% | +48.6% | -53.6% | -12.5% |
| 3Y | +78.2% | -2.0% | +80.2% | +67.7% |
| 5Y | +120.6% | -24.4% | +145.0% | +112.8% |
| 10Y | +144.5% | +109.4% | +35.0% | +89.8% |
| All | +366.1% | +2,279.7% | -1,913.6% | +157.1% |
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