+1,657.6%
QLD vs JHX
+106.3%
+1,551.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -1.2% | -6.3% | +5.1% | +2.2% |
| 30D | -3.0% | -7.7% | +4.7% | +1.0% |
| 3M | -2.8% | +19.2% | -22.0% | -12.2% |
| 6M | +32.0% | +38.3% | -6.3% | +8.7% |
| YTD | +27.3% | +37.2% | -9.9% | +4.5% |
| 1Y | +37.9% | +42.3% | -4.3% | +9.2% |
| 3Y | +174.6% | -4.4% | +179.0% | +128.3% |
| 5Y | +124.8% | -26.4% | +151.2% | +117.0% |
| All | +1,657.6% | +106.3% | +1,551.4% | +765.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling