+257.2%
XOM vs JHX
-27.7%
+284.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.1% | -6.3% | +10.4% | +4.5% |
| 30D | +4.6% | -7.7% | +12.3% | +5.1% |
| 3M | +14.0% | +19.2% | -5.2% | +12.3% |
| 6M | +11.0% | +38.3% | -27.3% | +7.4% |
| YTD | +40.7% | +37.2% | +3.5% | +36.2% |
| 1Y | +52.3% | +42.3% | +10.0% | +46.4% |
| 3Y | +60.5% | -4.4% | +64.9% | +54.3% |
| All | +257.2% | -27.7% | +284.9% | +248.9% |
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