+152.5%
JPM vs JHX
-27.7%
+180.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | -2.5% | -7.7% | +5.3% | -1.2% |
| 3M | +14.1% | +19.2% | -5.0% | +10.3% |
| 6M | +25.1% | +38.3% | -13.2% | +17.1% |
| YTD | +12.1% | +37.2% | -25.1% | +4.8% |
| 1Y | +18.8% | +42.3% | -23.5% | +9.9% |
| 3Y | +163.4% | -4.4% | +167.8% | +144.3% |
| All | +152.5% | -27.7% | +180.2% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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