-21.2%
TMUS vs JHX
+44.7%
-65.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +3.4% |
| 7D | +7.5% | +13.3% | -5.8% | +8.1% |
| 30D | -3.3% | +17.1% | -20.5% | -2.5% |
| 3M | -9.7% | +4.1% | -13.8% | -9.6% |
| 6M | -17.2% | +48.5% | -65.7% | -14.4% |
| YTD | -20.3% | +42.3% | -62.6% | -17.3% |
| 1Y | -21.2% | +47.4% | -68.6% | -18.0% |
| All | -21.2% | +44.7% | -65.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling