+175.5%
JHX vs ETSY
+134.7%
+40.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -6.3% | -4.9% | -1.4% | -5.6% |
| 30D | -7.7% | -8.6% | +0.9% | -6.6% |
| 3M | +19.2% | +4.8% | +14.4% | +18.0% |
| 6M | +38.3% | +38.1% | +0.2% | +30.8% |
| YTD | +37.2% | +31.2% | +6.0% | +30.2% |
| 1Y | +42.3% | +22.1% | +20.2% | +35.4% |
| 3Y | -4.4% | +12.2% | -16.6% | -10.2% |
| 5Y | -26.4% | -66.5% | +40.1% | -21.7% |
| 10Y | +106.3% | +433.4% | -327.2% | +48.4% |
| All | +175.5% | +134.7% | +40.8% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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