+101.6%
JHX vs IDXX
+360.5%
-258.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -5.7% | -0.6% | -3.9% |
| 30D | -7.7% | -11.5% | +3.8% | -2.9% |
| 3M | +19.2% | -9.5% | +28.7% | +23.9% |
| 6M | +38.3% | -16.0% | +54.2% | +48.5% |
| YTD | +37.2% | -25.4% | +62.6% | +54.4% |
| 1Y | +42.3% | -21.8% | +64.1% | +55.6% |
| 3Y | -4.4% | +7.0% | -11.4% | -13.1% |
| 5Y | -26.4% | -26.0% | -0.4% | -24.2% |
| All | +101.6% | +360.5% | -258.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling