+55.5%
JHX vs ES
+16.6%
+39.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +7.2% | -2.0% | +9.1% | +7.8% |
| 3M | +29.9% | +1.7% | +28.3% | +29.2% |
| 6M | +35.4% | -3.5% | +38.9% | +36.4% |
| YTD | +46.5% | +7.9% | +38.6% | +42.9% |
| 1Y | +55.5% | +17.2% | +38.4% | +47.9% |
| All | +55.5% | +16.6% | +39.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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