+847.1%
WMT vs JHX
+2,243.5%
-1,396.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | 0.0% | -6.3% | +6.3% | +0.6% |
| 30D | -7.4% | -7.7% | +0.3% | -6.7% |
| 3M | -10.9% | +19.2% | -30.0% | -12.6% |
| 6M | -12.7% | +38.3% | -51.0% | -16.0% |
| YTD | -3.2% | +37.2% | -40.4% | -6.9% |
| 1Y | +5.3% | +42.3% | -37.0% | +0.6% |
| 3Y | +101.9% | -4.4% | +106.3% | +94.9% |
| 5Y | +134.6% | -26.4% | +160.9% | +129.6% |
| 10Y | +440.4% | +106.3% | +334.1% | +359.6% |
| All | +847.1% | +2,243.5% | -1,396.4% | +518.7% |
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