+800.2%
XOM vs JHX
+2,243.5%
-1,443.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +4.1% | -6.3% | +10.4% | +5.4% |
| 30D | +4.6% | -7.7% | +12.3% | +6.0% |
| 3M | +14.0% | +19.2% | -5.2% | +9.3% |
| 6M | +11.0% | +38.3% | -27.3% | +1.7% |
| YTD | +40.7% | +37.2% | +3.5% | +28.8% |
| 1Y | +52.3% | +42.3% | +10.0% | +37.5% |
| 3Y | +60.5% | -4.4% | +64.9% | +48.1% |
| 5Y | +266.4% | -26.4% | +292.8% | +249.5% |
| 10Y | +194.4% | +106.3% | +88.2% | +113.6% |
| All | +800.2% | +2,243.5% | -1,443.3% | +284.2% |
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