-27.2%
JHX vs EIX
+20.9%
-48.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -6.3% | -1.4% | -5.0% | -6.0% |
| 30D | -7.7% | -19.3% | +11.6% | -3.2% |
| 3M | +19.2% | -21.7% | +40.8% | +26.1% |
| 6M | +38.3% | -19.8% | +58.1% | +44.8% |
| YTD | +37.2% | -3.0% | +40.2% | +33.4% |
| 1Y | +42.3% | +5.1% | +37.2% | +33.9% |
| 3Y | -4.4% | -7.0% | +2.6% | -9.0% |
| All | -27.2% | +20.9% | -48.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling