-4.4%
JHX vs ENB
+68.0%
-72.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -6.3% | -4.7% | -1.7% | -5.3% |
| 30D | -7.7% | -5.9% | -1.9% | -6.5% |
| 3M | +19.2% | -14.2% | +33.4% | +23.7% |
| 6M | +38.3% | -8.6% | +46.9% | +40.4% |
| YTD | +37.2% | +3.9% | +33.3% | +32.8% |
| 1Y | +42.3% | +1.8% | +40.5% | +38.4% |
| 3Y | -4.4% | +68.5% | -72.9% | -35.3% |
| All | -4.4% | +68.0% | -72.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling