+164.3%
EWY vs JHX
+56.2%
+108.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.4% |
| 7D | +4.8% | +1.5% | +3.3% | +4.1% |
| 30D | +11.7% | +7.2% | +4.5% | +8.0% |
| 3M | -7.4% | +29.9% | -37.3% | -18.3% |
| 6M | +40.6% | +35.4% | +5.2% | +17.9% |
| YTD | +94.3% | +46.5% | +47.8% | +64.7% |
| 1Y | +164.3% | +55.5% | +108.8% | +120.6% |
| All | +164.3% | +56.2% | +108.0% | +120.6% |
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