+46.3%
XLU vs JHX
-4.5%
+50.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.6% | -6.3% | +4.7% | -1.1% |
| 30D | -3.3% | -7.7% | +4.4% | -2.8% |
| 3M | -3.2% | +19.2% | -22.3% | -4.5% |
| 6M | -7.0% | +38.3% | -45.2% | -9.5% |
| YTD | +0.6% | +37.2% | -36.6% | -2.1% |
| 1Y | +2.4% | +42.3% | -39.8% | -0.8% |
| 3Y | +46.3% | -4.4% | +50.7% | +41.7% |
| All | +46.3% | -4.5% | +50.7% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling