+31.3%
XLP vs JHX
-24.7%
+56.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | -2.2% | -5.0% | +2.8% | -1.9% |
| 3M | -0.6% | +24.5% | -25.0% | -2.5% |
| 6M | -2.2% | +34.9% | -37.1% | -5.0% |
| YTD | +8.3% | +39.3% | -31.1% | +4.7% |
| 1Y | +5.7% | +48.6% | -42.8% | +1.5% |
| 3Y | +25.7% | -2.0% | +27.7% | +20.7% |
| 5Y | +31.3% | -24.4% | +55.7% | +27.5% |
| All | +31.3% | -24.7% | +56.0% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling