-27.2%
JHX vs EXEL
+180.6%
-207.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -6.3% | -4.9% | -1.4% | -5.5% |
| 30D | -7.7% | +11.4% | -19.1% | -9.5% |
| 3M | +19.2% | +4.9% | +14.3% | +18.0% |
| 6M | +38.3% | +34.4% | +3.9% | +31.9% |
| YTD | +37.2% | +28.0% | +9.2% | +31.5% |
| 1Y | +42.3% | +43.6% | -1.4% | +33.9% |
| 3Y | -4.4% | +155.2% | -159.6% | -20.1% |
| All | -27.2% | +180.6% | -207.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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