+257.3%
JHX vs ESI
+222.6%
+34.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +1.6% | +3.9% | -2.3% | +0.3% |
| 30D | -5.0% | -3.8% | -1.2% | -3.8% |
| 3M | +24.5% | -13.1% | +37.6% | +29.4% |
| 6M | +34.9% | +11.3% | +23.6% | +28.1% |
| YTD | +39.3% | +44.1% | -4.8% | +20.6% |
| 1Y | +48.6% | +40.3% | +8.2% | +29.2% |
| 3Y | -2.0% | +84.1% | -86.1% | -22.8% |
| 5Y | -24.4% | +75.8% | -100.2% | -40.0% |
| 10Y | +109.4% | +320.7% | -211.3% | +26.0% |
| All | +257.3% | +222.6% | +34.8% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling