+378.1%
PSX vs JHX
+106.3%
+271.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.7% | -6.3% | +8.0% | +3.4% |
| 30D | +15.6% | -7.7% | +23.4% | +17.8% |
| 3M | +46.5% | +19.2% | +27.3% | +38.6% |
| 6M | +55.0% | +38.3% | +16.7% | +38.0% |
| YTD | +105.3% | +37.2% | +68.1% | +82.3% |
| 1Y | +101.6% | +42.3% | +59.3% | +75.3% |
| 3Y | +134.1% | -4.4% | +138.5% | +107.9% |
| 5Y | +368.7% | -26.4% | +395.1% | +347.0% |
| All | +378.1% | +106.3% | +271.9% | +178.3% |
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