+127.4%
TLT vs JHX
+1,498.8%
-1,371.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.2% |
| 7D | -1.6% | -6.3% | +4.7% | -1.9% |
| 30D | -1.1% | -7.7% | +6.6% | -1.4% |
| 3M | -4.9% | +19.2% | -24.0% | -4.1% |
| 6M | -5.0% | +38.3% | -43.3% | -3.5% |
| YTD | -4.4% | +37.2% | -41.6% | -2.8% |
| 1Y | -6.4% | +42.3% | -48.7% | -4.6% |
| 3Y | -2.0% | -4.4% | +2.4% | -0.9% |
| 5Y | -35.0% | -26.4% | -8.6% | -35.0% |
| 10Y | -20.7% | +106.3% | -126.9% | -12.6% |
| All | +127.4% | +1,498.8% | -1,371.4% | +195.1% |
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