+66.0%
JHX vs ES
+2.1%
+63.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.2% | +2.7% | -2.9% | -1.1% |
| 30D | +13.1% | +7.6% | +5.5% | +10.5% |
| 3M | -10.0% | +0.5% | -10.5% | -10.4% |
| 6M | +38.9% | +7.6% | +31.3% | +35.8% |
| YTD | +34.0% | +10.2% | +23.8% | +30.5% |
| 1Y | +66.0% | +1.8% | +64.1% | +62.6% |
| All | +66.0% | +2.1% | +63.8% | +62.6% |
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