+2,864.5%
V vs JHX
+680.4%
+2,184.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.4% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | +1.9% | -5.0% | +6.9% | +2.9% |
| 3M | +13.2% | +24.5% | -11.2% | +7.3% |
| 6M | +16.7% | +34.9% | -18.2% | +7.5% |
| YTD | +5.4% | +39.3% | -33.9% | -4.0% |
| 1Y | +7.7% | +48.6% | -40.9% | -3.8% |
| 3Y | +52.0% | -2.0% | +54.0% | +39.3% |
| 5Y | +67.7% | -24.4% | +92.1% | +60.1% |
| 10Y | +384.8% | +109.4% | +275.3% | +244.7% |
| All | +2,864.5% | +680.4% | +2,184.0% | +1,286.4% |
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 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