+595.9%
INTC vs JHX
+2,220.4%
-1,624.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -5.0% |
| 7D | +9.4% | -4.9% | +14.3% | +10.8% |
| 30D | +2.7% | -9.3% | +12.0% | +5.1% |
| 3M | -6.3% | +28.1% | -34.4% | -12.2% |
| 6M | +114.5% | +35.2% | +79.2% | +97.5% |
| YTD | +171.9% | +35.9% | +136.0% | +149.9% |
| 1Y | +305.0% | +42.5% | +262.5% | +266.1% |
| 3Y | +168.3% | -4.5% | +172.8% | +154.7% |
| 5Y | +102.3% | -27.1% | +129.4% | +100.2% |
| 10Y | +249.4% | +104.2% | +145.1% | +166.8% |
| All | +595.9% | +2,220.4% | -1,624.6% | +304.2% |
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 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