+10.5%
MO vs JHX
+56.2%
-45.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.8% |
| 7D | +0.3% | +1.5% | -1.2% | +0.4% |
| 30D | +0.6% | +7.2% | -6.5% | +0.8% |
| 3M | -1.0% | +29.9% | -30.9% | -0.3% |
| 6M | +4.3% | +35.4% | -31.0% | +6.1% |
| YTD | +23.3% | +46.5% | -23.2% | +24.1% |
| 1Y | +10.5% | +55.5% | -45.1% | +11.6% |
| All | +10.5% | +56.2% | -45.8% | +11.6% |
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