+835.0%
XLE vs JHX
+2,279.7%
-1,444.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +8.5% | -5.0% | +13.5% | +9.7% |
| 3M | +14.6% | +24.5% | -9.8% | +7.1% |
| 6M | +17.6% | +34.9% | -17.3% | +5.8% |
| YTD | +48.1% | +39.3% | +8.8% | +31.6% |
| 1Y | +53.8% | +48.6% | +5.2% | +33.2% |
| 3Y | +56.2% | -2.0% | +58.2% | +39.9% |
| 5Y | +227.7% | -24.4% | +252.1% | +206.4% |
| 10Y | +181.3% | +109.4% | +71.9% | +86.5% |
| All | +835.0% | +2,279.7% | -1,444.7% | +213.9% |
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 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