+1,194.2%
JHX vs EXR
+2,660.5%
-1,466.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | -1.2% | -6.9% | +5.7% | +1.6% |
| 3M | +32.8% | -3.0% | +35.8% | +34.2% |
| 6M | +41.2% | -2.9% | +44.1% | +43.0% |
| YTD | +43.9% | +9.3% | +34.6% | +39.2% |
| 1Y | +48.0% | -0.9% | +49.0% | +48.6% |
| 3Y | +1.2% | +24.7% | -23.5% | -7.4% |
| 5Y | -22.6% | -11.7% | -10.9% | -21.0% |
| 10Y | +111.5% | +148.4% | -36.9% | +45.4% |
| All | +1,194.2% | +2,660.5% | -1,466.3% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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