+49.5%
EQT vs JHX
+104.2%
-54.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | -1.2% | -4.9% | +3.7% | -0.4% |
| 30D | +1.1% | -9.3% | +10.4% | +2.6% |
| 3M | +4.8% | +28.1% | -23.3% | 0.0% |
| 6M | -10.6% | +35.2% | -45.8% | -16.2% |
| YTD | +3.4% | +35.9% | -32.4% | -3.5% |
| 1Y | +8.7% | +42.5% | -33.8% | -0.1% |
| 3Y | +35.0% | -4.5% | +39.4% | +25.9% |
| 5Y | +204.2% | -27.1% | +231.4% | +191.6% |
| All | +49.5% | +104.2% | -54.7% | +7.9% |
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