+3,315.7%
TMO vs JHX
+2,243.5%
+1,072.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.6% | -6.3% | +5.7% | +0.6% |
| 30D | +1.1% | -7.7% | +8.9% | +2.7% |
| 3M | +28.3% | +19.2% | +9.2% | +23.7% |
| 6M | +23.3% | +38.3% | -15.0% | +14.7% |
| YTD | +5.5% | +37.2% | -31.8% | -2.0% |
| 1Y | +24.5% | +42.3% | -17.7% | +14.5% |
| 3Y | +19.6% | -4.4% | +24.0% | +13.3% |
| 5Y | +8.1% | -26.4% | +34.5% | +5.6% |
| 10Y | +336.7% | +106.3% | +230.5% | +232.7% |
| All | +3,315.7% | +2,243.5% | +1,072.2% | +1,732.8% |
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