+46.6%
XYZ vs JHX
-5.4%
+52.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -5.2% | -4.9% | -0.3% | -3.7% |
| 30D | 0.0% | -9.3% | +9.3% | +3.1% |
| 3M | +18.7% | +28.1% | -9.4% | +9.5% |
| 6M | +20.5% | +35.2% | -14.7% | +8.6% |
| YTD | +21.5% | +35.9% | -14.4% | +8.3% |
| 1Y | +7.2% | +42.5% | -35.3% | -6.2% |
| All | +46.6% | -5.4% | +52.0% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling