+696.3%
TEL vs JHX
+456.1%
+240.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +1.6% | -6.3% | +7.9% | +3.6% |
| 30D | -0.7% | -7.7% | +7.1% | +1.8% |
| 3M | +2.4% | +19.2% | -16.7% | -3.4% |
| 6M | +4.1% | +38.3% | -34.1% | -6.7% |
| YTD | -5.8% | +37.2% | -43.0% | -15.6% |
| 1Y | +0.9% | +42.3% | -41.4% | -11.4% |
| 3Y | +72.6% | -4.4% | +77.0% | +57.3% |
| 5Y | +57.5% | -26.4% | +83.9% | +52.1% |
| 10Y | +313.6% | +106.3% | +207.4% | +170.6% |
| All | +696.3% | +456.1% | +240.1% | +176.6% |
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