+60.2%
EMR vs JHX
-4.5%
+64.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -0.4% | -6.3% | +5.9% | +1.2% |
| 30D | -6.8% | -7.7% | +1.0% | -5.0% |
| 3M | +7.5% | +19.2% | -11.7% | +2.9% |
| 6M | +9.9% | +38.3% | -28.4% | +1.3% |
| YTD | +16.0% | +37.2% | -21.2% | +7.0% |
| 1Y | +12.4% | +42.3% | -29.8% | +2.7% |
| 3Y | +60.2% | -4.4% | +64.6% | +49.7% |
| All | +60.2% | -4.5% | +64.7% | +49.7% |
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