+1,660.3%
PLTR vs JHX
+25.0%
+1,635.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -4.1% | -6.3% | +2.2% | -1.7% |
| 30D | -2.2% | -7.7% | +5.5% | +0.7% |
| 3M | +27.6% | +19.2% | +8.4% | +19.4% |
| 6M | +10.3% | +38.3% | -28.0% | -4.1% |
| YTD | -5.9% | +37.2% | -43.1% | -18.7% |
| 1Y | +1.7% | +42.3% | -40.5% | -14.2% |
| 3Y | +959.1% | -4.4% | +963.5% | +822.5% |
| 5Y | +536.3% | -26.4% | +562.7% | +532.6% |
| All | +1,660.3% | +25.0% | +1,635.3% | +1,284.0% |
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 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