+1,924.2%
JPM vs JHX
+2,220.4%
-296.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -2.3% | -4.9% | +2.5% | -1.1% |
| 30D | -2.3% | -9.3% | +7.0% | +0.1% |
| 3M | +14.9% | +28.1% | -13.2% | +6.8% |
| 6M | +23.6% | +35.2% | -11.6% | +12.3% |
| YTD | +11.3% | +35.9% | -24.6% | +0.5% |
| 1Y | +19.9% | +42.5% | -22.6% | +6.1% |
| 3Y | +162.6% | -4.5% | +167.1% | +139.3% |
| 5Y | +154.6% | -27.1% | +181.7% | +144.1% |
| 10Y | +589.9% | +104.2% | +485.7% | +365.7% |
| All | +1,924.2% | +2,220.4% | -296.2% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling