+133.4%
JHX vs ESTC
+31.2%
+102.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.4% |
| 7D | +1.5% | -8.1% | +9.6% | +3.1% |
| 30D | +7.2% | +31.7% | -24.5% | +1.1% |
| 3M | +29.9% | +41.1% | -11.1% | +20.6% |
| 6M | +35.4% | +77.1% | -41.7% | +19.3% |
| YTD | +46.5% | +21.7% | +24.8% | +38.0% |
| 1Y | +55.5% | +8.4% | +47.1% | +48.6% |
| 3Y | -0.4% | +23.6% | -24.0% | -13.1% |
| 5Y | -23.3% | -46.5% | +23.2% | -24.9% |
| All | +133.4% | +31.2% | +102.2% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling