+217.9%
XLE vs JHX
-27.7%
+245.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +1.7% | -6.3% | +8.0% | +2.3% |
| 30D | +6.7% | -7.7% | +14.5% | +7.5% |
| 3M | +14.9% | +19.2% | -4.3% | +12.4% |
| 6M | +15.9% | +38.3% | -22.4% | +10.7% |
| YTD | +47.7% | +37.2% | +10.5% | +41.0% |
| 1Y | +50.7% | +42.3% | +8.4% | +42.5% |
| 3Y | +57.9% | -4.4% | +62.3% | +49.8% |
| All | +217.9% | -27.7% | +245.6% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling