-27.2%
JHX vs XPO
+261.3%
-288.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -5.7% | -0.7% | -4.4% |
| 30D | -7.7% | -12.8% | +5.1% | -3.4% |
| 3M | +19.2% | -20.0% | +39.1% | +28.1% |
| 6M | +38.3% | -6.0% | +44.3% | +41.1% |
| YTD | +37.2% | +34.0% | +3.2% | +23.9% |
| 1Y | +42.3% | +35.6% | +6.7% | +27.1% |
| 3Y | -4.4% | +152.3% | -156.7% | -33.7% |
| All | -27.2% | +261.3% | -288.5% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling