+31.7%
JHX vs QS
-47.4%
+79.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -4.9% | -5.0% | +0.1% | -4.5% |
| 30D | -9.3% | -18.3% | +9.0% | -8.0% |
| 3M | +28.1% | -26.0% | +54.1% | +30.4% |
| 6M | +35.2% | -24.0% | +59.3% | +37.2% |
| YTD | +35.9% | -50.3% | +86.1% | +41.4% |
| 1Y | +42.5% | -38.0% | +80.5% | +44.9% |
| 3Y | -4.5% | -24.6% | +20.1% | -8.0% |
| 5Y | -27.1% | -75.4% | +48.3% | -29.2% |
| All | +31.7% | -47.4% | +79.1% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling