+165.5%
YUM vs JHX
+106.3%
+59.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -6.1% | -6.3% | +0.3% | -4.9% |
| 30D | -5.8% | -7.7% | +1.9% | -4.4% |
| 3M | -7.6% | +19.2% | -26.8% | -11.2% |
| 6M | -9.1% | +38.3% | -47.4% | -16.0% |
| YTD | -5.5% | +37.2% | -42.7% | -12.8% |
| 1Y | -3.7% | +42.3% | -46.0% | -12.3% |
| 3Y | +17.8% | -4.4% | +22.2% | +9.3% |
| 5Y | +19.3% | -26.4% | +45.6% | +16.1% |
| All | +165.5% | +106.3% | +59.3% | +75.8% |
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