+2,279.7%
JHX vs TXT
+473.8%
+1,805.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -5.0% | -10.4% | +5.4% | -1.5% |
| 3M | +24.5% | -14.3% | +38.8% | +31.0% |
| 6M | +34.9% | -15.1% | +50.0% | +42.8% |
| YTD | +39.3% | -8.3% | +47.6% | +43.6% |
| 1Y | +48.6% | -0.7% | +49.3% | +48.9% |
| 3Y | -2.0% | +6.0% | -8.0% | -4.1% |
| 5Y | -24.4% | +12.5% | -36.9% | -27.7% |
| 10Y | +109.4% | +103.2% | +6.2% | +58.1% |
| All | +2,279.7% | +473.8% | +1,805.9% | +1,401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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