-5.3%
JHX vs ESI
+73.2%
-78.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -0.4% |
| 7D | -4.9% | -2.3% | -2.5% | -3.8% |
| 30D | -9.3% | -9.0% | -0.3% | -5.4% |
| 3M | +28.1% | -13.3% | +41.3% | +34.1% |
| 6M | +35.2% | +5.3% | +29.9% | +26.7% |
| YTD | +35.9% | +37.6% | -1.8% | +9.8% |
| 1Y | +42.5% | +33.6% | +8.9% | +15.8% |
| All | -5.3% | +73.2% | -78.5% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling