+87.1%
XOP vs JHX
+672.7%
-585.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +1.6% | -4.9% | +6.5% | +3.2% |
| 30D | +9.6% | -9.3% | +18.9% | +12.9% |
| 3M | +16.9% | +28.1% | -11.1% | +5.9% |
| 6M | +24.0% | +35.2% | -11.2% | +7.3% |
| YTD | +56.2% | +35.9% | +20.3% | +34.1% |
| 1Y | +51.8% | +42.5% | +9.3% | +26.7% |
| 3Y | +37.0% | -4.5% | +41.4% | +18.5% |
| 5Y | +163.4% | -27.1% | +190.5% | +144.1% |
| 10Y | +56.6% | +104.2% | -47.6% | -7.9% |
| All | +87.1% | +672.7% | -585.6% | -48.0% |
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