+303.5%
EWY vs JHX
+106.3%
+197.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +2.9% |
| 7D | -0.1% | -6.3% | +6.2% | +1.9% |
| 30D | +7.3% | -7.7% | +15.1% | +10.0% |
| 3M | -5.1% | +19.2% | -24.3% | -10.1% |
| 6M | +42.1% | +38.3% | +3.8% | +28.9% |
| YTD | +94.1% | +37.2% | +56.9% | +76.6% |
| 1Y | +147.8% | +42.3% | +105.5% | +121.4% |
| 3Y | +222.9% | -4.4% | +227.3% | +196.8% |
| 5Y | +150.6% | -26.4% | +177.0% | +143.8% |
| All | +303.5% | +106.3% | +197.2% | +163.4% |
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