+143.7%
XLC vs JHX
+92.0%
+51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.5% | -6.3% | +6.8% | +2.0% |
| 30D | +2.1% | -7.7% | +9.9% | +4.0% |
| 3M | +0.7% | +19.2% | -18.5% | -3.9% |
| 6M | -3.2% | +38.3% | -41.5% | -11.7% |
| YTD | -3.8% | +37.2% | -41.0% | -12.4% |
| 1Y | -2.0% | +42.3% | -44.3% | -12.2% |
| 3Y | +71.4% | -4.4% | +75.8% | +56.3% |
| 5Y | +40.7% | -26.4% | +67.1% | +35.1% |
| All | +143.7% | +92.0% | +51.7% | +58.2% |
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