+2,416.7%
MO vs JHX
+2,243.5%
+173.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.1% | -6.3% | +6.5% | +0.8% |
| 30D | +7.1% | -7.7% | +14.9% | +8.0% |
| 3M | -2.0% | +19.2% | -21.1% | -4.0% |
| 6M | +7.3% | +38.3% | -31.0% | +2.8% |
| YTD | +23.5% | +37.2% | -13.7% | +18.3% |
| 1Y | +11.0% | +42.3% | -31.3% | +5.6% |
| 3Y | +95.0% | -4.4% | +99.4% | +87.4% |
| 5Y | +100.6% | -26.4% | +127.0% | +96.0% |
| 10Y | +114.5% | +106.3% | +8.3% | +79.7% |
| All | +2,416.7% | +2,243.5% | +173.2% | +1,676.7% |
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