+15.3%
ENTG vs JHX
-27.7%
+43.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +1.2% | -6.3% | +7.5% | +4.4% |
| 30D | -12.9% | -7.7% | -5.1% | -9.4% |
| 3M | -3.1% | +19.2% | -22.2% | -11.4% |
| 6M | +21.0% | +38.3% | -17.3% | +2.5% |
| YTD | +67.0% | +37.2% | +29.8% | +42.2% |
| 1Y | +68.6% | +42.3% | +26.4% | +39.4% |
| 3Y | +48.6% | -4.4% | +53.0% | +27.7% |
| All | +15.3% | -27.7% | +43.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling