+8,037.2%
ORLY vs JHX
+2,243.5%
+5,793.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | -6.3% | +4.0% | -1.4% |
| 30D | -6.8% | -7.7% | +1.0% | -5.7% |
| 3M | -4.8% | +19.2% | -23.9% | -7.6% |
| 6M | -9.1% | +38.3% | -47.4% | -14.4% |
| YTD | -5.9% | +37.2% | -43.1% | -11.4% |
| 1Y | -20.4% | +42.3% | -62.7% | -25.8% |
| 3Y | +36.6% | -4.4% | +41.0% | +28.9% |
| 5Y | +117.3% | -26.4% | +143.7% | +110.4% |
| 10Y | +362.7% | +106.3% | +256.5% | +255.6% |
| All | +8,037.2% | +2,243.5% | +5,793.7% | +4,398.0% |
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