+57.4%
XLE vs JHX
-5.4%
+62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +0.5% | -4.9% | +5.3% | +0.7% |
| 30D | +6.6% | -9.3% | +15.9% | +7.0% |
| 3M | +12.3% | +28.1% | -15.8% | +10.7% |
| 6M | +18.4% | +35.2% | -16.8% | +16.0% |
| YTD | +47.2% | +35.9% | +11.4% | +44.1% |
| 1Y | +50.3% | +42.5% | +7.8% | +46.0% |
| All | +57.4% | -5.4% | +62.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling