+32.8%
EWZ vs JHX
+43.8%
-11.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +0.9% | -6.3% | +7.2% | +1.9% |
| 30D | +12.8% | -7.7% | +20.5% | +14.1% |
| 3M | +10.8% | +19.2% | -8.4% | +6.8% |
| 6M | +2.5% | +38.3% | -35.8% | -5.0% |
| YTD | +21.4% | +37.2% | -15.9% | +14.5% |
| 1Y | +32.8% | +42.3% | -9.5% | +26.2% |
| All | +32.8% | +43.8% | -11.0% | +26.2% |
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