-27.2%
JHX vs QS
-74.9%
+47.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -6.3% | -3.6% | -2.7% | -5.9% |
| 30D | -7.7% | -17.2% | +9.5% | -5.5% |
| 3M | +19.2% | -27.0% | +46.1% | +23.3% |
| 6M | +38.3% | -24.6% | +62.8% | +42.0% |
| YTD | +37.2% | -49.3% | +86.5% | +47.2% |
| 1Y | +42.3% | -40.3% | +82.6% | +46.5% |
| 3Y | -4.4% | -23.8% | +19.4% | -13.8% |
| All | -27.2% | -74.9% | +47.7% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling