-40.9%
TSCO vs JHX
+56.2%
-97.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.6% |
| 7D | +0.8% | +1.5% | -0.8% | +0.5% |
| 30D | +5.5% | +7.2% | -1.7% | +4.0% |
| 3M | +20.0% | +29.9% | -10.0% | +14.2% |
| 6M | -29.8% | +35.4% | -65.2% | -34.3% |
| YTD | -28.7% | +46.5% | -75.1% | -33.7% |
| 1Y | -40.9% | +55.5% | -96.4% | -45.2% |
| All | -40.9% | +56.2% | -97.2% | -45.2% |
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