+11,615.4%
TSCO vs JHX
+2,243.5%
+9,372.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.7% | -6.3% | +0.7% | -4.5% |
| 30D | -8.8% | -7.7% | -1.0% | -7.5% |
| 3M | +6.3% | +19.2% | -12.8% | +2.8% |
| 6M | -32.3% | +38.3% | -70.5% | -36.7% |
| YTD | -32.7% | +37.2% | -69.9% | -37.1% |
| 1Y | -43.7% | +42.3% | -86.0% | -47.9% |
| 3Y | -19.7% | -4.4% | -15.3% | -23.8% |
| 5Y | -11.6% | -26.4% | +14.8% | -13.8% |
| 10Y | +184.1% | +106.3% | +77.8% | +118.4% |
| All | +11,615.4% | +2,243.5% | +9,372.0% | +4,710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling