+86.4%
META vs JHX
-31.7%
+118.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.2% |
| 3M | +7.9% | -10.0% | +17.9% | +10.7% |
| 6M | +4.2% | +38.9% | -34.7% | -6.3% |
| YTD | -2.5% | +34.0% | -36.5% | -12.4% |
| 1Y | +5.6% | +66.0% | -60.4% | -11.2% |
| 3Y | +96.8% | -6.2% | +103.0% | +72.9% |
| All | +86.4% | -31.7% | +118.0% | +94.0% |
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