+47.4%
JHX vs XPO
+38.8%
+8.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +9.0% |
| 7D | +13.3% | +3.5% | +9.8% | +11.4% |
| 30D | +17.1% | +2.8% | +14.3% | +15.6% |
| 3M | +4.1% | -7.5% | +11.6% | +7.5% |
| 6M | +48.5% | -5.9% | +54.4% | +51.8% |
| YTD | +42.3% | +38.4% | +3.9% | +24.5% |
| 1Y | +47.4% | +33.7% | +13.7% | +30.5% |
| All | +47.4% | +38.8% | +8.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling