+9,127.5%
QLD vs JHX
+731.5%
+8,396.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.9% |
| 7D | +0.6% | +1.5% | -1.0% | -0.2% |
| 30D | -0.1% | +7.2% | -7.3% | -3.7% |
| 3M | -8.4% | +29.9% | -38.3% | -19.9% |
| 6M | +32.2% | +35.4% | -3.2% | +11.9% |
| YTD | +28.9% | +46.5% | -17.6% | +4.3% |
| 1Y | +43.8% | +55.5% | -11.7% | +11.2% |
| 3Y | +176.6% | -0.4% | +177.0% | +135.2% |
| 5Y | +121.6% | -23.3% | +144.9% | +114.4% |
| 10Y | +1,652.9% | +111.1% | +1,541.8% | +890.6% |
| All | +9,127.5% | +731.5% | +8,396.0% | +2,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling