+47.4%
JHX vs EQX
+7.1%
+40.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.8% | -4.5% | +5.0% |
| 7D | +13.3% | +7.6% | +5.6% | +11.0% |
| 30D | +17.1% | +0.4% | +16.7% | +16.5% |
| 3M | +4.1% | +18.0% | -13.9% | -0.6% |
| 6M | +48.5% | -18.4% | +66.8% | +52.4% |
| YTD | +42.3% | -19.3% | +61.6% | +49.3% |
| 1Y | +47.4% | +9.2% | +38.2% | +68.6% |
| All | +47.4% | +7.1% | +40.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling