-27.2%
JHX vs QID
-80.8%
+53.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +0.2% |
| 7D | -6.3% | +1.3% | -7.6% | -5.8% |
| 30D | -7.7% | +2.9% | -10.7% | -6.4% |
| 3M | +19.2% | -0.7% | +19.9% | +20.3% |
| 6M | +38.3% | -29.7% | +67.9% | +23.4% |
| YTD | +37.2% | -27.9% | +65.1% | +24.4% |
| 1Y | +42.3% | -34.6% | +76.9% | +24.7% |
| 3Y | -4.4% | -73.5% | +69.1% | -36.7% |
| All | -27.2% | -80.8% | +53.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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