+49.9%
XLE vs JHX
+44.7%
+5.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.3% | -13.0% | -3.4% |
| 7D | -7.2% | +13.3% | -20.5% | -5.3% |
| 30D | +0.1% | +17.1% | -17.0% | +2.7% |
| 3M | +9.2% | +4.1% | +5.1% | +10.4% |
| 6M | +8.4% | +48.5% | -40.1% | +14.9% |
| YTD | +44.9% | +42.3% | +2.6% | +55.4% |
| 1Y | +49.9% | +47.4% | +2.5% | +60.6% |
| All | +49.9% | +44.7% | +5.2% | +60.6% |
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