+103.2%
XLP vs JHX
+106.3%
-3.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | -1.4% | -6.3% | +4.9% | -0.6% |
| 30D | -2.0% | -7.7% | +5.7% | -1.0% |
| 3M | -1.5% | +19.2% | -20.7% | -4.0% |
| 6M | -0.2% | +38.3% | -38.5% | -5.2% |
| YTD | +8.7% | +37.2% | -28.5% | +3.2% |
| 1Y | +6.3% | +42.3% | -35.9% | +0.2% |
| 3Y | +25.1% | -4.4% | +29.5% | +18.9% |
| 5Y | +32.4% | -26.4% | +58.7% | +29.3% |
| All | +103.2% | +106.3% | -3.1% | +54.2% |
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 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