+583.6%
JHX vs XHB
+163.2%
+420.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.3% |
| 7D | +1.6% | -1.9% | +3.5% | +2.8% |
| 30D | -5.0% | -8.3% | +3.3% | -0.1% |
| 3M | +24.5% | -7.1% | +31.6% | +30.5% |
| 6M | +34.9% | -5.3% | +40.2% | +41.1% |
| YTD | +39.3% | -3.2% | +42.5% | +44.3% |
| 1Y | +48.6% | -13.9% | +62.4% | +63.8% |
| 3Y | -2.0% | +24.9% | -26.9% | -11.3% |
| 5Y | -24.4% | +34.5% | -58.9% | -34.7% |
| 10Y | +109.4% | +215.5% | -106.0% | +16.5% |
| All | +583.6% | +163.2% | +420.4% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling