+37.9%
QLD vs JHX
+43.8%
-5.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -1.2% | -6.3% | +5.1% | +0.9% |
| 30D | -3.0% | -7.7% | +4.7% | -0.5% |
| 3M | -2.8% | +19.2% | -22.0% | -8.5% |
| 6M | +32.0% | +38.3% | -6.3% | +16.5% |
| YTD | +27.3% | +37.2% | -9.9% | +13.3% |
| 1Y | +37.9% | +42.3% | -4.3% | +23.8% |
| All | +37.9% | +43.8% | -5.8% | +23.8% |
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