+101.6%
JHX vs XHB
+215.4%
-113.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.2% |
| 7D | -6.3% | -4.6% | -1.7% | -2.8% |
| 30D | -7.7% | -9.1% | +1.4% | -0.6% |
| 3M | +19.2% | -8.6% | +27.7% | +28.0% |
| 6M | +38.3% | -4.0% | +42.3% | +45.0% |
| YTD | +37.2% | -3.9% | +41.1% | +44.1% |
| 1Y | +42.3% | -16.5% | +58.7% | +64.8% |
| 3Y | -4.4% | +22.6% | -27.0% | -16.4% |
| 5Y | -26.4% | +33.9% | -60.3% | -40.7% |
| All | +101.6% | +215.4% | -113.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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