+2.3%
QCOM vs JHX
+44.7%
-42.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.3% | -3.0% | +3.1% |
| 7D | -5.3% | +13.3% | -18.6% | -8.5% |
| 30D | -4.2% | +17.1% | -21.3% | -8.2% |
| 3M | +7.0% | +4.1% | +3.0% | +5.2% |
| 6M | +3.8% | +48.5% | -44.7% | -7.3% |
| YTD | +2.8% | +42.3% | -39.4% | -6.8% |
| 1Y | +2.3% | +47.4% | -45.1% | -7.9% |
| All | +2.3% | +44.7% | -42.4% | -7.9% |
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