+512.9%
XYZ vs JHX
+192.3%
+320.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +2.9% | +4.5% | -1.7% | +0.5% |
| 30D | +1.4% | -1.2% | +2.6% | +2.0% |
| 3M | +14.6% | +32.8% | -18.2% | -1.9% |
| 6M | +20.8% | +41.2% | -20.4% | -1.3% |
| YTD | +23.1% | +43.9% | -20.8% | -1.7% |
| 1Y | +5.6% | +48.0% | -42.4% | -18.0% |
| 3Y | +50.9% | +1.2% | +49.7% | +24.4% |
| 5Y | -68.6% | -22.6% | -45.9% | -70.1% |
| 10Y | +580.0% | +111.5% | +468.5% | +243.0% |
| All | +512.9% | +192.3% | +320.5% | +163.3% |
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