+159.8%
JHX vs XLRE
+109.5%
+50.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -6.3% | -1.2% | -5.2% | -5.3% |
| 30D | -7.7% | -2.4% | -5.3% | -5.7% |
| 3M | +19.2% | -2.5% | +21.7% | +21.7% |
| 6M | +38.3% | +4.0% | +34.3% | +34.0% |
| YTD | +37.2% | +9.3% | +27.9% | +27.3% |
| 1Y | +42.3% | +5.6% | +36.7% | +36.1% |
| 3Y | -4.4% | +31.3% | -35.7% | -24.4% |
| 5Y | -26.4% | +9.5% | -35.9% | -32.7% |
| 10Y | +106.3% | +89.0% | +17.3% | +24.4% |
| All | +159.8% | +109.5% | +50.3% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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