+47.4%
JHX vs QS
-71.4%
+118.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.5% | +0.8% | +6.7% |
| 7D | +13.3% | +4.5% | +8.8% | +12.2% |
| 30D | +17.1% | -4.1% | +21.3% | +17.8% |
| 3M | +4.1% | -22.1% | +26.2% | +8.7% |
| 6M | +48.5% | -38.4% | +86.9% | +59.8% |
| YTD | +42.3% | -57.5% | +99.8% | +54.7% |
| 1Y | +47.4% | -71.3% | +118.7% | +58.8% |
| All | +47.4% | -71.4% | +118.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling