+1,594.6%
META vs JHX
+468.6%
+1,126.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 3M | +7.9% | -10.0% | +17.9% | +10.6% |
| 6M | +4.2% | +38.9% | -34.7% | -6.1% |
| YTD | -2.5% | +34.0% | -36.5% | -12.1% |
| 1Y | +5.6% | +66.0% | -60.4% | -10.5% |
| 3Y | +96.8% | -6.2% | +103.0% | +80.5% |
| 5Y | +90.0% | -31.6% | +121.6% | +86.1% |
| 10Y | +444.3% | +116.6% | +327.7% | +273.9% |
| All | +1,594.6% | +468.6% | +1,126.0% | +933.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling