+408.0%
META vs JHX
+106.3%
+301.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +5.1% | -6.3% | +11.4% | +7.1% |
| 30D | +12.0% | -7.7% | +19.7% | +14.6% |
| 3M | +14.1% | +19.2% | -5.1% | +7.5% |
| 6M | -0.9% | +38.3% | -39.1% | -11.7% |
| YTD | -1.7% | +37.2% | -38.9% | -12.6% |
| 1Y | -13.4% | +42.3% | -55.7% | -24.6% |
| 3Y | +112.6% | -4.4% | +116.9% | +89.8% |
| 5Y | +72.6% | -26.4% | +99.0% | +64.9% |
| All | +408.0% | +106.3% | +301.7% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling