+33.1%
ZM vs JHX
-4.5%
+37.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -5.7% | -6.3% | +0.6% | -5.1% |
| 30D | -9.1% | -7.7% | -1.3% | -8.4% |
| 3M | +3.5% | +19.2% | -15.7% | +2.0% |
| 6M | +25.7% | +38.3% | -12.6% | +21.5% |
| YTD | +10.8% | +37.2% | -26.5% | +6.9% |
| 1Y | +12.8% | +42.3% | -29.5% | +8.2% |
| 3Y | +33.1% | -4.4% | +37.5% | +30.2% |
| All | +33.1% | -4.5% | +37.6% | +30.2% |
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