+45.3%
MO vs JHX
+44.7%
+0.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +1.5% |
| 7D | +6.9% | +13.3% | -6.4% | +7.1% |
| 30D | +14.9% | +17.1% | -2.2% | +15.3% |
| 3M | +16.4% | +4.1% | +12.3% | +16.3% |
| 6M | +9.6% | +48.5% | -38.9% | +10.6% |
| YTD | +41.8% | +42.3% | -0.4% | +43.6% |
| 1Y | +45.3% | +47.4% | -2.1% | +46.6% |
| All | +45.3% | +44.7% | +0.6% | +46.6% |
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