-16.0%
JHX vs SOXQ
+286.7%
-302.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -7.7% | -4.6% | -3.2% | -6.0% |
| 3M | +19.2% | -10.2% | +29.3% | +22.5% |
| 6M | +38.3% | +49.7% | -11.4% | +11.0% |
| YTD | +37.2% | +67.2% | -30.0% | +4.4% |
| 1Y | +42.3% | +98.0% | -55.7% | -1.3% |
| 3Y | -4.4% | +237.2% | -241.6% | -52.2% |
| 5Y | -26.4% | +261.3% | -287.7% | -66.4% |
| All | -16.0% | +286.7% | -302.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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