+101.6%
JHX vs EIX
+19.9%
+81.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -6.3% | -1.4% | -5.0% | -5.9% |
| 30D | -7.7% | -19.3% | +11.6% | -2.5% |
| 3M | +19.2% | -21.7% | +40.8% | +27.1% |
| 6M | +38.3% | -19.8% | +58.1% | +45.8% |
| YTD | +37.2% | -3.0% | +40.2% | +34.2% |
| 1Y | +42.3% | +5.1% | +37.2% | +34.6% |
| 3Y | -4.4% | -7.0% | +2.6% | -7.7% |
| 5Y | -26.4% | +22.0% | -48.4% | -37.0% |
| All | +101.6% | +19.9% | +81.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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