+2,205.8%
NDAQ vs JHX
+1,307.2%
+898.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -1.7% |
| 7D | -6.8% | -4.9% | -1.9% | -5.7% |
| 30D | -3.2% | -9.3% | +6.1% | -0.9% |
| 3M | +6.5% | +28.1% | -21.6% | -0.4% |
| 6M | +5.7% | +35.2% | -29.5% | -3.5% |
| YTD | -4.6% | +35.9% | -40.5% | -13.6% |
| 1Y | -1.6% | +42.5% | -44.1% | -12.4% |
| 3Y | +86.4% | -4.5% | +90.9% | +70.5% |
| 5Y | +50.3% | -27.1% | +77.4% | +43.8% |
| 10Y | +369.0% | +104.2% | +264.8% | +213.7% |
| All | +2,205.8% | +1,307.2% | +898.6% | +746.2% |
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