+201.1%
WELL vs JHX
-27.7%
+228.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.2% | -6.3% | +6.1% | +0.3% |
| 30D | +2.3% | -7.7% | +10.1% | +3.0% |
| 3M | +12.3% | +19.2% | -6.9% | +10.3% |
| 6M | +15.6% | +38.3% | -22.7% | +11.5% |
| YTD | +28.3% | +37.2% | -8.9% | +23.7% |
| 1Y | +41.9% | +42.3% | -0.4% | +35.9% |
| 3Y | +198.3% | -4.4% | +202.7% | +183.8% |
| All | +201.1% | -27.7% | +228.7% | +198.9% |
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 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