-4.4%
JHX vs XHB
+23.1%
-27.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.5% |
| 7D | -6.3% | -4.6% | -1.7% | -2.2% |
| 30D | -7.7% | -9.1% | +1.4% | +0.8% |
| 3M | +19.2% | -8.6% | +27.7% | +29.6% |
| 6M | +38.3% | -4.0% | +42.3% | +45.6% |
| YTD | +37.2% | -3.9% | +41.1% | +44.8% |
| 1Y | +42.3% | -16.5% | +58.7% | +67.1% |
| 3Y | -4.4% | +22.6% | -27.0% | -19.2% |
| All | -4.4% | +23.1% | -27.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling