+504.3%
XLP vs JHX
+2,401.5%
-1,897.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | -1.0% | +1.5% | -2.6% | -1.2% |
| 30D | -0.9% | +7.2% | -8.0% | -1.8% |
| 3M | +3.8% | +29.9% | -26.1% | +0.4% |
| 6M | -1.7% | +35.4% | -37.1% | -5.8% |
| YTD | +10.3% | +46.5% | -36.2% | +4.5% |
| 1Y | +7.8% | +55.5% | -47.7% | +1.2% |
| 3Y | +27.2% | -0.4% | +27.6% | +21.7% |
| 5Y | +32.5% | -23.3% | +55.8% | +29.0% |
| 10Y | +101.8% | +111.1% | -9.3% | +67.5% |
| All | +504.3% | +2,401.5% | -1,897.2% | +302.0% |
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