+2,279.7%
JHX vs ED
+688.3%
+1,591.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | -5.0% | +1.9% | -6.9% | -5.8% |
| 3M | +24.5% | +1.9% | +22.6% | +23.3% |
| 6M | +34.9% | -2.3% | +37.2% | +35.4% |
| YTD | +39.3% | +10.9% | +28.4% | +32.4% |
| 1Y | +48.6% | +14.5% | +34.0% | +38.9% |
| 3Y | -2.0% | +33.4% | -35.4% | -16.1% |
| 5Y | -24.4% | +67.3% | -91.7% | -42.0% |
| 10Y | +109.4% | +110.7% | -1.2% | +39.5% |
| All | +2,279.7% | +688.3% | +1,591.5% | +840.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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