+7.0%
WMT vs JHX
+56.2%
-49.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.3% |
| 7D | +3.9% | +1.5% | +2.4% | +3.8% |
| 30D | -4.4% | +7.2% | -11.6% | -4.7% |
| 3M | -8.8% | +29.9% | -38.7% | -9.9% |
| 6M | -15.6% | +35.4% | -51.0% | -17.1% |
| YTD | -3.2% | +46.5% | -49.7% | -5.4% |
| 1Y | +7.0% | +55.5% | -48.5% | +6.6% |
| All | +7.0% | +56.2% | -49.2% | +6.6% |
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