+2,220.4%
JHX vs ENB
+2,038.4%
+182.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.4% | -0.5% |
| 7D | -4.9% | -4.6% | -0.3% | -2.5% |
| 30D | -9.3% | -5.2% | -4.1% | -6.9% |
| 3M | +28.1% | -13.4% | +41.5% | +37.6% |
| 6M | +35.2% | -7.8% | +43.0% | +39.8% |
| YTD | +35.9% | +4.9% | +31.0% | +30.8% |
| 1Y | +42.5% | +3.2% | +39.3% | +38.0% |
| 3Y | -4.5% | +71.0% | -75.5% | -30.7% |
| 5Y | -27.1% | +64.0% | -91.1% | -46.1% |
| 10Y | +104.2% | +92.8% | +11.5% | +33.1% |
| All | +2,220.4% | +2,038.4% | +182.0% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling