+706.7%
ETN vs JHX
+106.3%
+600.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -6.3% | +9.9% | +5.6% |
| 30D | -7.5% | -7.7% | +0.2% | -5.2% |
| 3M | +8.3% | +19.2% | -10.8% | +2.1% |
| 6M | +20.2% | +38.3% | -18.1% | +7.6% |
| YTD | +34.7% | +37.2% | -2.5% | +20.6% |
| 1Y | +19.4% | +42.3% | -22.8% | +4.9% |
| 3Y | +85.5% | -4.4% | +89.9% | +68.3% |
| 5Y | +186.6% | -26.4% | +213.0% | +177.5% |
| All | +706.7% | +106.3% | +600.4% | +384.2% |
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 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