-27.1%
JHX vs ESTC
-49.0%
+21.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.9% |
| 7D | -4.9% | -13.2% | +8.3% | -2.7% |
| 30D | -9.3% | +9.3% | -18.6% | -11.0% |
| 3M | +28.1% | +37.3% | -9.3% | +20.9% |
| 6M | +35.2% | +61.0% | -25.8% | +23.6% |
| YTD | +35.9% | +10.7% | +25.2% | +31.4% |
| 1Y | +42.5% | -7.2% | +49.7% | +41.1% |
| 3Y | -4.5% | +7.2% | -11.6% | -12.4% |
| 5Y | -27.1% | -47.7% | +20.6% | -34.6% |
| All | -27.1% | -49.0% | +21.9% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling