+42.3%
JHX vs ETR
+21.8%
+20.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -1.8% | -4.5% | -5.9% |
| 30D | -7.7% | -1.8% | -6.0% | -7.4% |
| 3M | +19.2% | -3.6% | +22.7% | +20.5% |
| 6M | +38.3% | +2.6% | +35.7% | +37.6% |
| YTD | +37.2% | +16.0% | +21.2% | +32.5% |
| 1Y | +42.3% | +20.1% | +22.1% | +42.5% |
| All | +42.3% | +21.8% | +20.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling