-29.3%
EW vs JHX
-27.7%
-1.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | -6.2% | -6.3% | +0.2% | -5.2% |
| 30D | -9.3% | -7.7% | -1.6% | -8.2% |
| 3M | -1.6% | +19.2% | -20.8% | -4.6% |
| 6M | -0.8% | +38.3% | -39.1% | -6.7% |
| YTD | -1.0% | +37.2% | -38.2% | -6.9% |
| 1Y | +8.2% | +42.3% | -34.1% | +0.7% |
| 3Y | +12.7% | -4.4% | +17.1% | +4.9% |
| All | -29.3% | -27.7% | -1.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling