+2,220.4%
JHX vs JBL
+1,594.7%
+625.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | -4.9% | -1.0% | -3.8% | -4.6% |
| 30D | -9.3% | -15.1% | +5.8% | -5.4% |
| 3M | +28.1% | -14.0% | +42.1% | +32.4% |
| 6M | +35.2% | +20.6% | +14.6% | +27.7% |
| YTD | +35.9% | +32.9% | +3.0% | +24.6% |
| 1Y | +42.5% | +40.5% | +2.0% | +27.9% |
| 3Y | -4.5% | +183.7% | -188.2% | -30.9% |
| 5Y | -27.1% | +388.3% | -415.4% | -54.5% |
| 10Y | +104.2% | +1,464.9% | -1,360.7% | -4.3% |
| All | +2,220.4% | +1,594.7% | +625.7% | +769.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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