+290.4%
SLB vs JHX
+2,357.9%
-2,067.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.4% | +4.5% | -4.1% | -1.0% |
| 30D | +13.6% | -1.2% | +14.8% | +13.9% |
| 3M | +1.5% | +32.8% | -31.3% | -7.7% |
| 6M | +23.0% | +41.2% | -18.2% | +8.5% |
| YTD | +51.2% | +43.9% | +7.3% | +32.4% |
| 1Y | +63.5% | +48.0% | +15.4% | +40.6% |
| 3Y | +2.5% | +1.2% | +1.3% | -8.5% |
| 5Y | +139.2% | -22.6% | +161.8% | +125.1% |
| 10Y | -4.8% | +111.5% | -116.2% | -37.4% |
| All | +290.4% | +2,357.9% | -2,067.5% | +12.2% |
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