+34.9%
JHX vs XYL
-9.8%
+44.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.1% |
| 7D | +1.6% | +0.8% | +0.7% | +0.6% |
| 30D | -5.0% | -10.8% | +5.8% | +6.6% |
| 3M | +24.5% | -2.5% | +27.0% | +24.4% |
| 6M | +34.9% | -12.2% | +47.1% | +48.4% |
| All | +34.9% | -9.8% | +44.7% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling