+101.6%
JHX vs EAT
+374.9%
-273.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -6.3% | -7.7% | +1.4% | -4.7% |
| 30D | -7.7% | -13.6% | +5.8% | -5.0% |
| 3M | +19.2% | +33.9% | -14.7% | +11.2% |
| 6M | +38.3% | +47.2% | -8.9% | +25.6% |
| YTD | +37.2% | +48.1% | -10.9% | +24.2% |
| 1Y | +42.3% | +33.7% | +8.6% | +30.9% |
| 3Y | -4.4% | +595.8% | -600.2% | -41.5% |
| 5Y | -26.4% | +314.4% | -340.7% | -51.9% |
| All | +101.6% | +374.9% | -273.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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