+149.4%
EWT vs JHX
-27.7%
+177.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -1.1% | -6.3% | +5.2% | +0.3% |
| 30D | +4.5% | -7.7% | +12.2% | +6.3% |
| 3M | +8.3% | +19.2% | -10.9% | +3.7% |
| 6M | +54.2% | +38.3% | +16.0% | +42.2% |
| YTD | +74.6% | +37.2% | +37.4% | +61.1% |
| 1Y | +84.9% | +42.3% | +42.6% | +68.5% |
| 3Y | +197.5% | -4.4% | +201.9% | +176.2% |
| All | +149.4% | -27.7% | +177.1% | +149.3% |
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