+122.5%
QLD vs JHX
-24.7%
+147.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.8% |
| 7D | +1.9% | +1.6% | +0.3% | +1.1% |
| 30D | -1.8% | -5.0% | +3.2% | +0.3% |
| 3M | -0.1% | +24.5% | -24.5% | -10.1% |
| 6M | +32.6% | +34.9% | -2.3% | +13.7% |
| YTD | +27.9% | +39.3% | -11.4% | +7.5% |
| 1Y | +40.3% | +48.6% | -8.3% | +12.9% |
| 3Y | +182.5% | -2.0% | +184.5% | +130.8% |
| 5Y | +122.5% | -24.4% | +146.9% | +120.6% |
| All | +122.5% | -24.7% | +147.2% | +120.6% |
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