+42.3%
JHX vs QS
-36.7%
+79.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -6.3% | -3.6% | -2.7% | -5.8% |
| 30D | -7.7% | -17.2% | +9.5% | -5.2% |
| 3M | +19.2% | -27.0% | +46.1% | +23.7% |
| 6M | +38.3% | -24.6% | +62.8% | +42.3% |
| YTD | +37.2% | -49.3% | +86.5% | +45.3% |
| 1Y | +42.3% | -40.3% | +82.6% | +46.2% |
| All | +42.3% | -36.7% | +79.0% | +46.2% |
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