+749.0%
EQT vs JHX
+2,243.5%
-1,494.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -2.0% | -6.3% | +4.3% | -0.6% |
| 30D | 0.0% | -7.7% | +7.8% | +1.6% |
| 3M | +5.9% | +19.2% | -13.2% | +1.4% |
| 6M | -14.8% | +38.3% | -53.1% | -22.1% |
| YTD | +1.8% | +37.2% | -35.4% | -7.2% |
| 1Y | +7.4% | +42.3% | -34.9% | -3.5% |
| 3Y | +33.6% | -4.4% | +38.0% | +23.0% |
| 5Y | +199.3% | -26.4% | +225.7% | +186.7% |
| 10Y | +50.0% | +106.3% | -56.2% | +3.8% |
| All | +749.0% | +2,243.5% | -1,494.5% | +223.2% |
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 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