+363.8%
XLF vs JHX
+2,243.5%
-1,879.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.5% | -6.3% | +4.9% | +0.2% |
| 30D | -1.2% | -7.7% | +6.6% | +0.8% |
| 3M | +9.2% | +19.2% | -10.0% | +3.6% |
| 6M | +16.3% | +38.3% | -21.9% | +4.9% |
| YTD | +5.4% | +37.2% | -31.8% | -5.1% |
| 1Y | +7.6% | +42.3% | -34.7% | -4.8% |
| 3Y | +74.2% | -4.4% | +78.6% | +58.8% |
| 5Y | +66.1% | -26.4% | +92.5% | +58.8% |
| 10Y | +252.8% | +106.3% | +146.5% | +136.6% |
| All | +363.8% | +2,243.5% | -1,879.7% | +73.2% |
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 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