+558.6%
QQQ vs JHX
+106.3%
+452.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.6% | -6.3% | +5.8% | +1.1% |
| 30D | -1.2% | -7.7% | +6.5% | +0.8% |
| 3M | -0.2% | +19.2% | -19.4% | -5.2% |
| 6M | +17.9% | +38.3% | -20.4% | +6.8% |
| YTD | +16.6% | +37.2% | -20.6% | +5.4% |
| 1Y | +23.0% | +42.3% | -19.3% | +9.2% |
| 3Y | +92.9% | -4.4% | +97.3% | +75.6% |
| 5Y | +95.6% | -26.4% | +122.0% | +87.7% |
| All | +558.6% | +106.3% | +452.3% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling