-27.2%
JHX vs EME
+575.5%
-602.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.5% |
| 7D | -6.3% | +3.5% | -9.8% | -7.5% |
| 30D | -7.7% | -6.3% | -1.4% | -5.8% |
| 3M | +19.2% | -3.8% | +22.9% | +19.5% |
| 6M | +38.3% | +8.5% | +29.8% | +33.0% |
| YTD | +37.2% | +27.8% | +9.4% | +24.1% |
| 1Y | +42.3% | +22.2% | +20.1% | +28.4% |
| 3Y | -4.4% | +253.5% | -257.9% | -50.8% |
| All | -27.2% | +575.5% | -602.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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