+64.6%
EWZ vs JHX
-27.7%
+92.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +1.1% | -4.9% | +6.0% | +1.9% |
| 30D | +13.5% | -9.3% | +22.8% | +15.1% |
| 3M | +15.2% | +28.1% | -12.8% | +10.3% |
| 6M | +3.7% | +35.2% | -31.5% | -2.0% |
| YTD | +22.5% | +35.9% | -13.3% | +15.7% |
| 1Y | +35.3% | +42.5% | -7.3% | +26.3% |
| 3Y | +50.2% | -4.5% | +54.7% | +42.1% |
| 5Y | +64.6% | -27.1% | +91.7% | +67.8% |
| All | +64.6% | -27.7% | +92.3% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling