+533.2%
SHEL vs JHX
+2,243.5%
-1,710.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | +4.1% | -6.3% | +10.4% | +5.7% |
| 30D | +8.4% | -7.7% | +16.1% | +10.3% |
| 3M | +13.7% | +19.2% | -5.5% | +8.2% |
| 6M | +12.7% | +38.3% | -25.6% | +1.9% |
| YTD | +35.3% | +37.2% | -1.9% | +22.1% |
| 1Y | +39.4% | +42.3% | -2.9% | +23.8% |
| 3Y | +71.5% | -4.4% | +75.9% | +56.3% |
| 5Y | +195.0% | -26.4% | +221.4% | +180.1% |
| 10Y | +211.1% | +106.3% | +104.8% | +114.2% |
| All | +533.2% | +2,243.5% | -1,710.3% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling