+239.5%
JHX vs QSR
+205.8%
+33.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -4.0% | -2.3% | -4.4% |
| 30D | -7.7% | +2.8% | -10.5% | -9.0% |
| 3M | +19.2% | +5.1% | +14.1% | +16.2% |
| 6M | +38.3% | +8.8% | +29.5% | +31.8% |
| YTD | +37.2% | +14.8% | +22.4% | +27.0% |
| 1Y | +42.3% | +25.7% | +16.6% | +25.5% |
| 3Y | -4.4% | +27.5% | -31.9% | -16.1% |
| 5Y | -26.4% | +41.3% | -67.6% | -38.7% |
| 10Y | +106.3% | +133.8% | -27.6% | +31.4% |
| All | +239.5% | +205.8% | +33.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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