+3,874.5%
EW vs JHX
+2,279.7%
+1,594.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -5.1% | +1.6% | -6.7% | -5.4% |
| 30D | -6.4% | -5.0% | -1.4% | -5.6% |
| 3M | -1.6% | +24.5% | -26.0% | -5.5% |
| 6M | +2.3% | +34.9% | -32.6% | -3.7% |
| YTD | +1.1% | +39.3% | -38.2% | -5.5% |
| 1Y | +8.0% | +48.6% | -40.6% | -0.5% |
| 3Y | +16.3% | -2.0% | +18.4% | +9.8% |
| 5Y | -29.4% | -24.4% | -5.0% | -31.4% |
| 10Y | +125.6% | +109.4% | +16.2% | +79.5% |
| All | +3,874.5% | +2,279.7% | +1,594.8% | +2,169.7% |
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