+2,401.5%
JHX vs ES
+854.9%
+1,546.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +29.9% | +1.7% | +28.3% | +28.8% |
| 6M | +35.4% | -3.5% | +38.9% | +37.1% |
| YTD | +46.5% | +7.9% | +38.6% | +40.9% |
| 1Y | +55.5% | +17.2% | +38.4% | +43.2% |
| 3Y | -0.4% | +29.3% | -29.7% | -14.3% |
| 5Y | -23.3% | -5.7% | -17.6% | -24.5% |
| 10Y | +111.1% | +85.2% | +25.9% | +49.5% |
| All | +2,401.5% | +854.9% | +1,546.6% | +954.9% |
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 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