+695.2%
JHX vs EMB
+131.9%
+563.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | -1.2% | -0.5% | -0.7% | -0.6% |
| 3M | +32.8% | +0.3% | +32.4% | +32.7% |
| 6M | +41.2% | +1.2% | +40.0% | +40.6% |
| YTD | +43.9% | +1.5% | +42.4% | +42.9% |
| 1Y | +48.0% | +4.8% | +43.2% | +41.4% |
| 3Y | +1.2% | +30.4% | -29.2% | -24.2% |
| 5Y | -22.6% | +7.3% | -29.9% | -27.2% |
| 10Y | +111.5% | +29.7% | +81.8% | +68.3% |
| All | +695.2% | +131.9% | +563.4% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling