+813.9%
JHX vs XPO
+9,736.1%
-8,922.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -4.9% | -1.3% | -3.5% | -4.7% |
| 30D | -9.3% | -10.4% | +1.1% | -7.9% |
| 3M | +28.1% | -15.7% | +43.8% | +31.2% |
| 6M | +35.2% | -6.3% | +41.5% | +36.6% |
| YTD | +35.9% | +34.2% | +1.7% | +30.2% |
| 1Y | +42.5% | +39.9% | +2.6% | +35.4% |
| 3Y | -4.5% | +155.2% | -159.7% | -17.1% |
| 5Y | -27.1% | +264.7% | -291.8% | -40.6% |
| 10Y | +104.2% | +1,500.1% | -1,395.8% | +43.8% |
| All | +813.9% | +9,736.1% | -8,922.3% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling