+513.6%
EWT vs JHX
+106.3%
+407.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -1.1% | -6.3% | +5.2% | +0.4% |
| 30D | +4.5% | -7.7% | +12.2% | +6.4% |
| 3M | +8.3% | +19.2% | -10.9% | +3.3% |
| 6M | +54.2% | +38.3% | +16.0% | +41.3% |
| YTD | +74.6% | +37.2% | +37.4% | +60.0% |
| 1Y | +84.9% | +42.3% | +42.6% | +67.1% |
| 3Y | +197.5% | -4.4% | +201.9% | +177.0% |
| 5Y | +150.6% | -26.4% | +177.0% | +143.3% |
| All | +513.6% | +106.3% | +407.4% | +338.0% |
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