+5.6%
META vs JHX
+64.1%
-58.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +5.2% | -0.2% | +5.3% | +5.2% |
| 30D | -13.0% | +13.1% | -26.1% | -15.5% |
| 3M | +7.9% | -10.0% | +17.9% | +10.2% |
| 6M | +4.2% | +38.9% | -34.7% | -4.1% |
| YTD | -2.5% | +34.0% | -36.5% | -11.6% |
| 1Y | +5.6% | +66.0% | -60.4% | -5.9% |
| All | +5.6% | +64.1% | -58.5% | -5.9% |
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