+147.8%
XEL vs JHX
+106.3%
+41.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.3% | -6.3% | +6.0% | +0.6% |
| 30D | -3.9% | -7.7% | +3.8% | -3.0% |
| 3M | -2.8% | +19.2% | -22.0% | -5.3% |
| 6M | -5.4% | +38.3% | -43.7% | -10.1% |
| YTD | +3.8% | +37.2% | -33.5% | -1.5% |
| 1Y | +6.8% | +42.3% | -35.4% | +0.6% |
| 3Y | +45.6% | -4.4% | +50.0% | +38.2% |
| 5Y | +30.7% | -26.4% | +57.1% | +27.3% |
| All | +147.8% | +106.3% | +41.6% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling