+101.6%
JHX vs ESI
+312.8%
-211.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -6.3% | -4.6% | -1.7% | -4.3% |
| 30D | -7.7% | -10.5% | +2.8% | -3.3% |
| 3M | +19.2% | -19.8% | +39.0% | +29.5% |
| 6M | +38.3% | +5.8% | +32.5% | +31.6% |
| YTD | +37.2% | +38.3% | -1.1% | +14.9% |
| 1Y | +42.3% | +31.5% | +10.8% | +21.0% |
| 3Y | -4.4% | +80.7% | -85.1% | -30.8% |
| 5Y | -26.4% | +69.4% | -95.8% | -46.0% |
| All | +101.6% | +312.8% | -211.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling