+72.5%
EWJ vs JHX
-4.5%
+77.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.3% | -6.3% | +6.6% | +1.3% |
| 30D | +0.8% | -7.7% | +8.5% | +2.0% |
| 3M | +7.5% | +19.2% | -11.7% | +4.5% |
| 6M | +15.6% | +38.3% | -22.7% | +9.4% |
| YTD | +22.7% | +37.2% | -14.5% | +16.3% |
| 1Y | +26.4% | +42.3% | -15.9% | +19.0% |
| 3Y | +72.5% | -4.4% | +76.9% | +69.7% |
| All | +72.5% | -4.5% | +77.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling