+879.3%
EWZ vs JHX
+2,401.5%
-1,522.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.6% |
| 7D | +6.5% | +1.5% | +5.0% | +5.8% |
| 30D | +4.8% | +7.2% | -2.3% | +2.1% |
| 3M | +9.9% | +29.9% | -20.0% | -0.4% |
| 6M | +1.9% | +35.4% | -33.4% | -9.7% |
| YTD | +20.3% | +46.5% | -26.2% | +3.4% |
| 1Y | +35.6% | +55.5% | -19.9% | +12.8% |
| 3Y | +43.4% | -0.4% | +43.9% | +25.7% |
| 5Y | +55.9% | -23.3% | +79.3% | +43.8% |
| 10Y | +84.2% | +111.1% | -27.0% | +9.3% |
| All | +879.3% | +2,401.5% | -1,522.3% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling