+9.0%
MSFT vs JHX
+44.7%
-35.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.3% | -1.6% | +6.1% |
| 7D | +4.7% | +13.3% | -8.6% | +3.8% |
| 30D | +5.8% | +17.1% | -11.3% | +4.8% |
| 3M | +13.0% | +4.1% | +8.9% | +12.6% |
| 6M | +34.9% | +48.5% | -13.6% | +33.3% |
| YTD | +15.7% | +42.3% | -26.6% | +13.5% |
| 1Y | +9.0% | +47.4% | -38.4% | +7.3% |
| All | +9.0% | +44.7% | -35.8% | +7.3% |
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