+599.1%
XYZ vs JHX
+106.3%
+492.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -4.3% | -6.3% | +2.0% | -1.0% |
| 30D | +1.2% | -7.7% | +8.9% | +5.4% |
| 3M | +14.6% | +19.2% | -4.5% | +3.9% |
| 6M | +22.6% | +38.3% | -15.7% | +1.0% |
| YTD | +21.7% | +37.2% | -15.5% | -0.7% |
| 1Y | +6.7% | +42.3% | -35.6% | -15.7% |
| 3Y | +46.8% | -4.4% | +51.2% | +24.1% |
| 5Y | -68.0% | -26.4% | -41.7% | -68.9% |
| All | +599.1% | +106.3% | +492.9% | +253.4% |
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