-4.4%
JHX vs XME
+122.1%
-126.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | -6.3% | -4.2% | -2.1% | -4.0% |
| 30D | -7.7% | -2.7% | -5.0% | -6.6% |
| 3M | +19.2% | -3.9% | +23.1% | +21.2% |
| 6M | +38.3% | -1.0% | +39.2% | +37.8% |
| YTD | +37.2% | +9.8% | +27.4% | +28.2% |
| 1Y | +42.3% | +32.5% | +9.7% | +16.8% |
| 3Y | -4.4% | +124.3% | -128.7% | -48.5% |
| All | -4.4% | +122.1% | -126.5% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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