-17.3%
META vs JHX
+56.2%
-73.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | +6.7% | +1.5% | +5.2% | +6.3% |
| 30D | +4.8% | +7.2% | -2.4% | +3.3% |
| 3M | -1.6% | +29.9% | -31.6% | -6.6% |
| 6M | -7.5% | +35.4% | -42.8% | -15.1% |
| YTD | -6.4% | +46.5% | -52.9% | -14.3% |
| 1Y | -17.3% | +55.5% | -72.9% | -22.9% |
| All | -17.3% | +56.2% | -73.6% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling