-27.2%
JHX vs EMB
+6.3%
-33.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -6.3% | -1.2% | -5.1% | -4.3% |
| 30D | -7.7% | -1.3% | -6.5% | -5.6% |
| 3M | +19.2% | -1.8% | +21.0% | +23.3% |
| 6M | +38.3% | +0.2% | +38.1% | +39.7% |
| YTD | +37.2% | +0.4% | +36.8% | +38.5% |
| 1Y | +42.3% | +2.8% | +39.5% | +38.5% |
| 3Y | -4.4% | +29.1% | -33.5% | -30.9% |
| All | -27.2% | +6.3% | -33.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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