+2,279.7%
JHX vs EAT
+1,860.9%
+418.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.5% |
| 7D | +1.6% | -6.8% | +8.4% | +3.1% |
| 30D | -5.0% | -5.4% | +0.4% | -4.2% |
| 3M | +24.5% | +42.8% | -18.3% | +14.6% |
| 6M | +34.9% | +56.5% | -21.6% | +20.8% |
| YTD | +39.3% | +50.0% | -10.7% | +25.6% |
| 1Y | +48.6% | +38.3% | +10.3% | +35.6% |
| 3Y | -2.0% | +591.6% | -593.7% | -39.8% |
| 5Y | -24.4% | +312.6% | -337.0% | -50.3% |
| 10Y | +109.4% | +381.4% | -272.0% | +13.4% |
| All | +2,279.7% | +1,860.9% | +418.8% | +741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling