+27.4%
WMT vs JHX
+44.7%
-17.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +2.9% |
| 7D | +8.8% | +13.3% | -4.5% | +7.9% |
| 30D | +22.9% | +17.1% | +5.8% | +21.8% |
| 3M | +16.1% | +4.1% | +12.0% | +15.5% |
| 6M | -0.5% | +48.5% | -49.0% | -2.5% |
| YTD | +16.7% | +42.3% | -25.6% | +14.6% |
| 1Y | +27.4% | +47.4% | -20.0% | +25.5% |
| All | +27.4% | +44.7% | -17.3% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling