+987.4%
XLI vs JHX
+2,243.5%
-1,256.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -1.7% | -6.3% | +4.7% | -0.2% |
| 30D | -7.3% | -7.7% | +0.5% | -5.6% |
| 3M | -1.3% | +19.2% | -20.5% | -5.6% |
| 6M | +2.2% | +38.3% | -36.0% | -6.0% |
| YTD | +11.7% | +37.2% | -25.5% | +2.6% |
| 1Y | +14.3% | +42.3% | -28.0% | +3.5% |
| 3Y | +70.3% | -4.4% | +74.7% | +59.1% |
| 5Y | +82.3% | -26.4% | +108.7% | +76.8% |
| 10Y | +258.4% | +106.3% | +152.2% | +160.6% |
| All | +987.4% | +2,243.5% | -1,256.1% | +436.2% |
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