+184.7%
JHX vs EQX
+232.0%
-47.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -6.3% | -3.2% | -3.1% | -5.9% |
| 30D | -7.7% | +7.8% | -15.5% | -8.8% |
| 3M | +19.2% | +21.3% | -2.2% | +15.7% |
| 6M | +38.3% | -22.4% | +60.7% | +41.7% |
| YTD | +37.2% | -11.3% | +48.5% | +37.8% |
| 1Y | +42.3% | +13.5% | +28.8% | +38.0% |
| 3Y | -4.4% | +162.1% | -166.5% | -19.5% |
| 5Y | -26.4% | +84.2% | -110.6% | -38.3% |
| All | +184.7% | +232.0% | -47.4% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling