+1,907.3%
ENTG vs JHX
+2,220.4%
-313.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.0% |
| 7D | +5.1% | -4.9% | +10.0% | +7.2% |
| 30D | -8.5% | -9.3% | +0.8% | -5.1% |
| 3M | +6.7% | +28.1% | -21.4% | -3.1% |
| 6M | +17.7% | +35.2% | -17.5% | +4.4% |
| YTD | +63.5% | +35.9% | +27.6% | +44.9% |
| 1Y | +73.6% | +42.5% | +31.1% | +49.7% |
| 3Y | +44.6% | -4.5% | +49.0% | +34.5% |
| 5Y | +16.1% | -27.1% | +43.2% | +18.2% |
| 10Y | +775.8% | +104.2% | +671.6% | +485.0% |
| All | +1,907.3% | +2,220.4% | -313.1% | +605.7% |
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 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