+680.2%
JHX vs QID
-100.0%
+780.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.5% |
| 7D | -4.9% | +2.7% | -7.6% | -3.7% |
| 30D | -9.3% | +3.3% | -12.6% | -7.7% |
| 3M | +28.1% | -5.5% | +33.6% | +26.8% |
| 6M | +35.2% | -28.4% | +63.6% | +20.6% |
| YTD | +35.9% | -26.6% | +62.4% | +23.3% |
| 1Y | +42.5% | -34.1% | +76.6% | +24.1% |
| 3Y | -4.5% | -73.7% | +69.2% | -38.7% |
| 5Y | -27.1% | -80.7% | +53.6% | -51.7% |
| 10Y | +104.2% | -99.1% | +203.4% | -55.6% |
| All | +680.2% | -100.0% | +780.2% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling