+129.3%
JHX vs ESTC
+26.3%
+103.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +1.9% | -1.0% |
| 7D | +4.5% | -4.3% | +8.8% | +5.3% |
| 30D | -1.2% | +17.7% | -18.9% | -4.8% |
| 3M | +32.8% | +42.3% | -9.5% | +23.0% |
| 6M | +41.2% | +64.6% | -23.4% | +26.2% |
| YTD | +43.9% | +17.2% | +26.7% | +36.5% |
| 1Y | +48.0% | -4.2% | +52.2% | +45.1% |
| 3Y | +1.2% | +13.5% | -12.3% | -10.1% |
| 5Y | -22.6% | -45.5% | +22.9% | -24.8% |
| All | +129.3% | +26.3% | +103.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling