+62.4%
EWY vs JHX
+44.7%
+17.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.3% | -10.2% | -5.8% |
| 7D | -8.3% | +13.3% | -21.6% | -14.1% |
| 30D | -20.5% | +17.1% | -37.7% | -27.2% |
| 3M | -11.1% | +4.1% | -15.2% | -13.3% |
| 6M | -7.0% | +48.5% | -55.5% | -25.6% |
| YTD | +56.5% | +42.3% | +14.2% | +30.0% |
| 1Y | +62.4% | +47.4% | +15.0% | +34.5% |
| All | +62.4% | +44.7% | +17.7% | +34.5% |
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