+123.0%
XRT vs JHX
+106.3%
+16.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -3.2% | -6.3% | +3.1% | -1.4% |
| 30D | -4.5% | -7.7% | +3.3% | -2.3% |
| 3M | -3.1% | +19.2% | -22.2% | -8.3% |
| 6M | +4.2% | +38.3% | -34.0% | -6.3% |
| YTD | -0.1% | +37.2% | -37.3% | -10.4% |
| 1Y | -3.0% | +42.3% | -45.3% | -14.5% |
| 3Y | +41.8% | -4.4% | +46.2% | +29.4% |
| 5Y | -1.3% | -26.4% | +25.1% | -4.7% |
| All | +123.0% | +106.3% | +16.7% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling