-1.5%
XLY vs JHX
+56.2%
-57.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -3.1% | +7.2% | -10.3% | -4.5% |
| 3M | -1.8% | +29.9% | -31.7% | -7.0% |
| 6M | -0.9% | +35.4% | -36.2% | -8.5% |
| YTD | -3.4% | +46.5% | -49.8% | -11.2% |
| 1Y | -1.5% | +55.5% | -57.0% | -8.6% |
| All | -1.5% | +56.2% | -57.8% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling