+97.9%
EWT vs JHX
+56.2%
+41.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.2% |
| 7D | +4.0% | +1.5% | +2.4% | +3.5% |
| 30D | +10.3% | +7.2% | +3.1% | +8.1% |
| 3M | +6.1% | +29.9% | -23.8% | -1.8% |
| 6M | +56.6% | +35.4% | +21.3% | +40.6% |
| YTD | +76.6% | +46.5% | +30.1% | +58.3% |
| 1Y | +97.9% | +55.5% | +42.3% | +76.9% |
| All | +97.9% | +56.2% | +41.6% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling