+222.9%
EWY vs JHX
-4.5%
+227.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.0% |
| 7D | -0.1% | -6.3% | +6.2% | +1.6% |
| 30D | +7.3% | -7.7% | +15.1% | +9.5% |
| 3M | -5.1% | +19.2% | -24.3% | -9.2% |
| 6M | +42.1% | +38.3% | +3.8% | +31.4% |
| YTD | +94.1% | +37.2% | +56.9% | +80.3% |
| 1Y | +147.8% | +42.3% | +105.5% | +128.0% |
| 3Y | +222.9% | -4.4% | +227.3% | +208.3% |
| All | +222.9% | -4.5% | +227.4% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling