+74.5%
META vs JHX
-24.7%
+99.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.7% | +7.5% |
| 7D | +10.3% | +1.6% | +8.7% | +9.7% |
| 30D | +9.9% | -5.0% | +14.9% | +11.4% |
| 3M | +11.9% | +24.5% | -12.5% | +4.4% |
| 6M | +1.2% | +34.9% | -33.8% | -8.6% |
| YTD | -0.8% | +39.3% | -40.1% | -11.6% |
| 1Y | -14.3% | +48.6% | -62.9% | -25.8% |
| 3Y | +121.4% | -2.0% | +123.4% | +91.2% |
| 5Y | +74.5% | -24.4% | +98.8% | +71.2% |
| All | +74.5% | -24.7% | +99.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling