+490.3%
XRT vs JHX
+692.4%
-202.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -0.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -6.9% | -5.0% | -1.9% | -5.8% |
| 3M | -0.4% | +24.5% | -24.9% | -6.4% |
| 6M | +2.2% | +34.9% | -32.7% | -6.6% |
| YTD | -0.7% | +39.3% | -40.0% | -10.3% |
| 1Y | -2.0% | +48.6% | -50.6% | -13.5% |
| 3Y | +41.0% | -2.0% | +43.1% | +30.0% |
| 5Y | -3.3% | -24.4% | +21.1% | -6.4% |
| 10Y | +124.8% | +109.4% | +15.4% | +58.8% |
| All | +490.3% | +692.4% | -202.1% | +152.1% |
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