+32.8%
TMUS vs JHX
-5.4%
+38.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | -5.8% | -4.9% | -0.9% | -5.8% |
| 30D | -0.2% | -9.3% | +9.1% | -0.2% |
| 3M | -4.0% | +28.1% | -32.0% | -4.2% |
| 6M | -18.1% | +35.2% | -53.3% | -18.4% |
| YTD | -11.3% | +35.9% | -47.2% | -11.7% |
| 1Y | -24.7% | +42.5% | -67.3% | -25.2% |
| All | +32.8% | -5.4% | +38.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling