+117.8%
EW vs JHX
+106.3%
+11.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.0% |
| 7D | -6.2% | -6.3% | +0.2% | -4.8% |
| 30D | -9.3% | -7.7% | -1.6% | -7.8% |
| 3M | -1.6% | +19.2% | -20.8% | -5.9% |
| 6M | -0.8% | +38.3% | -39.1% | -9.2% |
| YTD | -1.0% | +37.2% | -38.2% | -9.5% |
| 1Y | +8.2% | +42.3% | -34.1% | -2.5% |
| 3Y | +12.7% | -4.4% | +17.1% | +3.2% |
| 5Y | -30.2% | -26.4% | -3.8% | -32.5% |
| All | +117.8% | +106.3% | +11.5% | +43.8% |
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