+788.5%
XLK vs JHX
+106.3%
+682.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.2% | -6.3% | +6.5% | +2.1% |
| 30D | -0.6% | -7.7% | +7.1% | +1.6% |
| 3M | +2.6% | +19.2% | -16.6% | -3.1% |
| 6M | +34.0% | +38.3% | -4.3% | +20.1% |
| YTD | +30.7% | +37.2% | -6.5% | +17.0% |
| 1Y | +39.2% | +42.3% | -3.1% | +22.3% |
| 3Y | +120.4% | -4.4% | +124.8% | +99.1% |
| 5Y | +148.8% | -26.4% | +175.2% | +138.6% |
| All | +788.5% | +106.3% | +682.2% | +462.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling