+760.1%
XLB vs JHX
+2,220.4%
-1,460.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | -3.5% | -4.9% | +1.3% | -2.3% |
| 30D | -4.7% | -9.3% | +4.6% | -2.3% |
| 3M | +2.7% | +28.1% | -25.4% | -4.1% |
| 6M | +2.6% | +35.2% | -32.6% | -6.2% |
| YTD | +12.8% | +35.9% | -23.0% | +2.8% |
| 1Y | +14.0% | +42.5% | -28.6% | +1.9% |
| 3Y | +31.5% | -4.5% | +35.9% | +21.7% |
| 5Y | +33.4% | -27.1% | +60.5% | +29.4% |
| 10Y | +161.3% | +104.2% | +57.1% | +82.0% |
| All | +760.1% | +2,220.4% | -1,460.3% | +262.5% |
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 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