+2,279.7%
JHX vs EXEL
+382.5%
+1,897.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -5.0% | +10.1% | -15.1% | -6.0% |
| 3M | +24.5% | +10.1% | +14.4% | +23.1% |
| 6M | +34.9% | +37.7% | -2.8% | +30.4% |
| YTD | +39.3% | +33.1% | +6.2% | +35.0% |
| 1Y | +48.6% | +52.4% | -3.8% | +41.6% |
| 3Y | -2.0% | +163.8% | -165.9% | -13.0% |
| 5Y | -24.4% | +198.5% | -222.9% | -34.3% |
| 10Y | +109.4% | +386.9% | -277.5% | +63.8% |
| All | +2,279.7% | +382.5% | +1,897.2% | +1,462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling