+14.7%
QLD vs JHX
+44.7%
-30.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | -0.8% |
| 7D | -9.4% | +13.3% | -22.7% | -13.2% |
| 30D | -17.1% | +17.1% | -34.2% | -21.6% |
| 3M | -10.4% | +4.1% | -14.5% | -11.9% |
| 6M | +0.7% | +48.5% | -47.8% | -12.9% |
| YTD | +17.7% | +42.3% | -24.5% | +2.0% |
| 1Y | +14.7% | +47.4% | -32.7% | -1.2% |
| All | +14.7% | +44.7% | -30.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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