+2,243.5%
JHX vs EVRG
+1,325.5%
+918.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -7.7% | -1.2% | -6.5% | -7.3% |
| 3M | +19.2% | -0.6% | +19.8% | +19.4% |
| 6M | +38.3% | +2.4% | +35.8% | +36.5% |
| YTD | +37.2% | +15.5% | +21.8% | +28.6% |
| 1Y | +42.3% | +16.8% | +25.5% | +32.5% |
| 3Y | -4.4% | +75.0% | -79.4% | -25.8% |
| 5Y | -26.4% | +49.3% | -75.7% | -39.2% |
| 10Y | +106.3% | +113.5% | -7.2% | +44.0% |
| All | +2,243.5% | +1,325.5% | +918.0% | +899.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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