+7,971.7%
QLD vs JHX
+660.6%
+7,311.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.9% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -14.3% | +13.1% | -27.4% | -19.7% |
| 3M | -16.0% | -10.0% | -6.0% | -12.4% |
| 6M | -14.2% | +38.9% | -53.2% | -28.4% |
| YTD | +12.8% | +34.0% | -21.2% | -5.5% |
| 1Y | +14.1% | +66.0% | -51.9% | -14.3% |
| 3Y | +146.0% | -6.2% | +152.2% | +115.5% |
| 5Y | +82.0% | -31.6% | +113.6% | +84.9% |
| 10Y | +1,470.1% | +116.6% | +1,353.6% | +773.3% |
| All | +7,971.7% | +660.6% | +7,311.1% | +1,845.9% |
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 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