+45.9%
OXY vs JHX
+44.7%
+1.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.3% | -13.4% | -3.0% |
| 7D | -8.8% | +13.3% | -22.1% | -5.6% |
| 30D | -1.7% | +17.1% | -18.8% | +2.7% |
| 3M | +4.5% | +4.1% | +0.5% | +6.3% |
| 6M | -4.0% | +48.5% | -52.5% | +7.5% |
| YTD | +41.4% | +42.3% | -0.9% | +58.8% |
| 1Y | +45.9% | +47.4% | -1.5% | +63.2% |
| All | +45.9% | +44.7% | +1.2% | +63.2% |
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 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