+82.1%
QLD vs JHX
-31.7%
+113.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.8% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -14.3% | +13.1% | -27.4% | -19.2% |
| 3M | -16.0% | -10.0% | -6.0% | -12.6% |
| 6M | -14.2% | +38.9% | -53.2% | -27.2% |
| YTD | +12.8% | +34.0% | -21.2% | -4.0% |
| 1Y | +14.1% | +66.0% | -51.9% | -12.3% |
| 3Y | +146.0% | -6.2% | +152.2% | +106.3% |
| All | +82.1% | -31.7% | +113.7% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling