+101.6%
JHX vs XYL
+150.5%
-48.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.3% | +1.2% | -7.5% | -7.0% |
| 30D | -7.7% | -11.9% | +4.2% | -0.5% |
| 3M | +19.2% | -1.5% | +20.7% | +20.1% |
| 6M | +38.3% | -11.9% | +50.2% | +49.5% |
| YTD | +37.2% | -20.6% | +57.8% | +56.4% |
| 1Y | +42.3% | -23.5% | +65.8% | +65.6% |
| 3Y | -4.4% | +14.9% | -19.3% | -14.4% |
| 5Y | -26.4% | -15.3% | -11.1% | -22.7% |
| All | +101.6% | +150.5% | -48.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling