-27.2%
JHX vs ETR
+122.3%
-149.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -1.8% | -4.5% | -5.8% |
| 30D | -7.7% | -1.8% | -6.0% | -7.3% |
| 3M | +19.2% | -3.6% | +22.7% | +20.6% |
| 6M | +38.3% | +2.6% | +35.7% | +36.5% |
| YTD | +37.2% | +16.0% | +21.2% | +29.9% |
| 1Y | +42.3% | +20.1% | +22.1% | +32.9% |
| 3Y | -4.4% | +143.6% | -148.0% | -34.7% |
| All | -27.2% | +122.3% | -149.5% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling