+18.4%
XRT vs JHX
+44.7%
-26.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.7% | +3.3% |
| 7D | +8.0% | +13.3% | -5.2% | +4.6% |
| 30D | +13.0% | +17.1% | -4.1% | +8.4% |
| 3M | +1.7% | +4.1% | -2.4% | +0.3% |
| 6M | +12.6% | +48.5% | -35.9% | +1.4% |
| YTD | +10.7% | +42.3% | -31.6% | -0.2% |
| 1Y | +18.4% | +47.4% | -29.0% | +5.9% |
| All | +18.4% | +44.7% | -26.3% | +5.9% |
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 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