+47.5%
TMUS vs JHX
-27.7%
+75.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | +0.4% | -6.3% | +6.8% | +0.8% |
| 30D | +3.5% | -7.7% | +11.3% | +4.0% |
| 3M | -1.3% | +19.2% | -20.5% | -2.5% |
| 6M | -13.6% | +38.3% | -51.9% | -15.8% |
| YTD | -8.8% | +37.2% | -46.0% | -11.1% |
| 1Y | -22.9% | +42.3% | -65.1% | -25.2% |
| 3Y | +36.7% | -4.4% | +41.1% | +31.6% |
| All | +47.5% | -27.7% | +75.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling