-27.2%
JHX vs ESI
+67.8%
-95.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -6.3% | -4.6% | -1.7% | -4.1% |
| 30D | -7.7% | -10.5% | +2.8% | -2.6% |
| 3M | +19.2% | -19.8% | +39.0% | +30.9% |
| 6M | +38.3% | +5.8% | +32.5% | +29.3% |
| YTD | +37.2% | +38.3% | -1.1% | +9.7% |
| 1Y | +42.3% | +31.5% | +10.8% | +15.8% |
| 3Y | -4.4% | +80.7% | -85.1% | -38.0% |
| All | -27.2% | +67.8% | -95.0% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling