+2,664.3%
TSLA vs JHX
+106.3%
+2,558.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.2% | -6.3% | +9.5% | +5.6% |
| 30D | +11.6% | -7.7% | +19.3% | +14.7% |
| 3M | -8.4% | +19.2% | -27.6% | -14.8% |
| 6M | -10.4% | +38.3% | -48.7% | -21.9% |
| YTD | -18.7% | +37.2% | -55.9% | -29.2% |
| 1Y | -0.9% | +42.3% | -43.2% | -16.1% |
| 3Y | +33.6% | -4.4% | +38.0% | +17.5% |
| 5Y | +48.9% | -26.4% | +75.3% | +42.1% |
| All | +2,664.3% | +106.3% | +2,558.0% | +1,647.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling