+33.3%
SHEL vs JHX
+56.2%
-22.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.8% |
| 7D | +2.2% | +1.5% | +0.7% | +2.4% |
| 30D | +6.8% | +7.2% | -0.3% | +7.3% |
| 3M | +8.1% | +29.9% | -21.8% | +9.7% |
| 6M | +14.4% | +35.4% | -21.0% | +17.4% |
| YTD | +30.0% | +46.5% | -16.5% | +33.5% |
| 1Y | +33.3% | +55.5% | -22.2% | +37.1% |
| All | +33.3% | +56.2% | -22.9% | +37.1% |
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