-14.0%
META vs JHX
+44.3%
-58.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | +5.5% | -4.9% | +10.4% | +6.5% |
| 30D | +7.6% | -9.3% | +16.9% | +9.6% |
| 3M | +13.0% | +28.1% | -15.1% | +7.3% |
| 6M | -1.3% | +35.2% | -36.5% | -8.8% |
| YTD | -2.2% | +35.9% | -38.1% | -9.5% |
| 1Y | -14.0% | +42.5% | -56.5% | -19.5% |
| All | -14.0% | +44.3% | -58.4% | -19.5% |
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 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