+1,123.2%
XLY vs JHX
+2,243.5%
-1,120.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -1.7% | -6.3% | +4.6% | -0.2% |
| 30D | -4.2% | -7.7% | +3.6% | -2.5% |
| 3M | -2.7% | +19.2% | -21.8% | -6.9% |
| 6M | -0.6% | +38.3% | -38.9% | -8.7% |
| YTD | -5.0% | +37.2% | -42.2% | -12.8% |
| 1Y | -4.1% | +42.3% | -46.4% | -13.2% |
| 3Y | +33.6% | -4.4% | +38.0% | +25.0% |
| 5Y | +28.7% | -26.4% | +55.1% | +25.6% |
| 10Y | +219.6% | +106.3% | +113.4% | +137.2% |
| All | +1,123.2% | +2,243.5% | -1,120.3% | +491.1% |
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