+6.4%
OXY vs JHX
+106.3%
-99.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.8% | -6.3% | +9.2% | +4.9% |
| 30D | +5.5% | -7.7% | +13.2% | +7.8% |
| 3M | +11.3% | +19.2% | -7.9% | +3.9% |
| 6M | +11.6% | +38.3% | -26.7% | -3.8% |
| YTD | +51.6% | +37.2% | +14.4% | +30.2% |
| 1Y | +36.2% | +42.3% | -6.1% | +14.1% |
| 3Y | +1.7% | -4.4% | +6.1% | -13.0% |
| 5Y | +164.5% | -26.4% | +190.9% | +147.2% |
| All | +6.4% | +106.3% | -99.8% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling