+34.5%
QXO vs JHX
+106.3%
-71.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -7.8% | -6.3% | -1.5% | -6.1% |
| 30D | -18.1% | -7.7% | -10.4% | -16.2% |
| 3M | -25.8% | +19.2% | -44.9% | -28.9% |
| 6M | -41.7% | +38.3% | -80.0% | -46.2% |
| YTD | -36.2% | +37.2% | -73.4% | -40.7% |
| 1Y | -42.1% | +42.3% | -84.4% | -46.7% |
| 3Y | -46.2% | -4.4% | -41.8% | -49.5% |
| 5Y | -70.7% | -26.4% | -44.3% | -71.4% |
| All | +34.5% | +106.3% | -71.8% | +4.8% |
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