+772.9%
MS vs JHX
+2,401.5%
-1,628.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | +1.4% | +1.5% | -0.2% | +0.7% |
| 30D | -0.3% | +7.2% | -7.4% | -3.1% |
| 3M | +0.3% | +29.9% | -29.6% | -10.3% |
| 6M | +31.3% | +35.4% | -4.0% | +14.2% |
| YTD | +24.7% | +46.5% | -21.8% | +4.6% |
| 1Y | +47.9% | +55.5% | -7.6% | +19.6% |
| 3Y | +178.3% | -0.4% | +178.8% | +140.4% |
| 5Y | +144.9% | -23.3% | +168.2% | +127.1% |
| 10Y | +804.5% | +111.1% | +693.4% | +401.0% |
| All | +772.9% | +2,401.5% | -1,628.7% | +104.6% |
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 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