-5.5%
ETN vs JHX
+44.7%
-50.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.3% | -18.2% | -12.0% |
| 7D | -10.1% | +13.3% | -23.4% | -13.7% |
| 30D | -18.4% | +17.1% | -35.5% | -22.6% |
| 3M | -20.4% | +4.1% | -24.5% | -21.6% |
| 6M | -16.0% | +48.5% | -64.5% | -27.3% |
| YTD | +11.8% | +42.3% | -30.5% | -1.2% |
| 1Y | -5.5% | +47.4% | -52.9% | -17.2% |
| All | -5.5% | +44.7% | -50.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling