+186.8%
LQD vs JHX
+1,498.8%
-1,312.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -6.3% | +5.2% | -0.9% |
| 30D | -1.3% | -7.7% | +6.5% | -1.0% |
| 3M | -3.2% | +19.2% | -22.4% | -3.8% |
| 6M | -2.1% | +38.3% | -40.4% | -3.3% |
| YTD | -2.4% | +37.2% | -39.6% | -3.5% |
| 1Y | -2.7% | +42.3% | -44.9% | -4.0% |
| 3Y | +14.2% | -4.4% | +18.6% | +13.1% |
| 5Y | -5.8% | -26.4% | +20.6% | -6.5% |
| 10Y | +22.2% | +106.3% | -84.1% | +17.6% |
| All | +186.8% | +1,498.8% | -1,312.1% | +162.5% |
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