+309.3%
TEL vs JHX
+106.3%
+203.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +1.6% | -6.3% | +7.9% | +3.7% |
| 30D | -0.7% | -7.7% | +7.1% | +1.8% |
| 3M | +2.4% | +19.2% | -16.7% | -3.6% |
| 6M | +4.1% | +38.3% | -34.1% | -7.0% |
| YTD | -5.8% | +37.2% | -43.0% | -15.9% |
| 1Y | +0.9% | +42.3% | -41.4% | -11.7% |
| 3Y | +72.6% | -4.4% | +77.0% | +55.2% |
| 5Y | +57.5% | -26.4% | +83.9% | +51.5% |
| All | +309.3% | +106.3% | +203.1% | +151.3% |
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