+118.6%
JHX vs ESTC
+19.1%
+99.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -9.2% | +2.9% | -4.6% |
| 30D | -7.7% | +8.1% | -15.8% | -9.7% |
| 3M | +19.2% | +38.5% | -19.3% | +11.0% |
| 6M | +38.3% | +57.8% | -19.5% | +24.6% |
| YTD | +37.2% | +10.5% | +26.7% | +31.6% |
| 1Y | +42.3% | -6.4% | +48.6% | +40.0% |
| 3Y | -4.4% | +4.7% | -9.1% | -13.6% |
| 5Y | -26.4% | -47.8% | +21.4% | -27.9% |
| All | +118.6% | +19.1% | +99.5% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling