-22.9%
TMUS vs JHX
+43.8%
-66.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +3.0% |
| 7D | +0.4% | -6.3% | +6.8% | 0.0% |
| 30D | +3.5% | -7.7% | +11.3% | +3.0% |
| 3M | -1.3% | +19.2% | -20.5% | +0.1% |
| 6M | -13.6% | +38.3% | -51.9% | -11.4% |
| YTD | -8.8% | +37.2% | -46.0% | -6.4% |
| 1Y | -22.9% | +42.3% | -65.1% | -20.7% |
| All | -22.9% | +43.8% | -66.7% | -20.7% |
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