+47.6%
TSLA vs JHX
-27.7%
+75.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.2% | -6.3% | +9.5% | +5.4% |
| 30D | +11.6% | -7.7% | +19.3% | +14.5% |
| 3M | -8.4% | +19.2% | -27.6% | -14.2% |
| 6M | -10.4% | +38.3% | -48.7% | -20.9% |
| YTD | -18.7% | +37.2% | -55.9% | -28.3% |
| 1Y | -0.9% | +42.3% | -43.2% | -14.8% |
| 3Y | +33.6% | -4.4% | +38.0% | +14.9% |
| All | +47.6% | -27.7% | +75.2% | +50.4% |
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