+188.8%
SHEL vs JHX
-27.7%
+216.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +4.1% | -6.3% | +10.4% | +4.8% |
| 30D | +8.4% | -7.7% | +16.1% | +9.2% |
| 3M | +13.7% | +19.2% | -5.5% | +11.1% |
| 6M | +12.7% | +38.3% | -25.6% | +7.5% |
| YTD | +35.3% | +37.2% | -1.9% | +29.0% |
| 1Y | +39.4% | +42.3% | -2.9% | +31.7% |
| 3Y | +71.5% | -4.4% | +75.9% | +62.2% |
| All | +188.8% | -27.7% | +216.5% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling