+2,188.3%
JHX vs ES
+875.4%
+1,312.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.2% | +2.7% | -2.9% | -1.4% |
| 30D | +13.1% | +7.6% | +5.5% | +9.4% |
| 3M | -10.0% | +0.5% | -10.5% | -10.3% |
| 6M | +38.9% | +7.6% | +31.3% | +34.1% |
| YTD | +34.0% | +10.2% | +23.8% | +27.6% |
| 1Y | +66.0% | +1.8% | +64.1% | +62.8% |
| 3Y | -6.2% | +55.4% | -61.6% | -25.6% |
| 5Y | -31.6% | +7.3% | -38.9% | -36.4% |
| 10Y | +116.6% | +96.4% | +20.2% | +49.3% |
| All | +2,188.3% | +875.4% | +1,312.9% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling