+2,357.9%
JHX vs EIX
+734.8%
+1,623.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.3% | -3.2% |
| 7D | +4.5% | +0.9% | +3.6% | +4.1% |
| 30D | -1.2% | -13.5% | +12.3% | +1.7% |
| 3M | +32.8% | -15.3% | +48.0% | +37.5% |
| 6M | +41.2% | -15.3% | +56.5% | +45.9% |
| YTD | +43.9% | +2.7% | +41.2% | +38.8% |
| 1Y | +48.0% | +17.4% | +30.6% | +35.9% |
| 3Y | +1.2% | -1.3% | +2.5% | -3.3% |
| 5Y | -22.6% | +27.2% | -49.8% | -32.9% |
| 10Y | +111.5% | +22.7% | +88.7% | +77.4% |
| All | +2,357.9% | +734.8% | +1,623.1% | +1,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling