+95.7%
QQQ vs JHX
-27.7%
+123.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -0.6% | -6.3% | +5.8% | +0.9% |
| 30D | -1.2% | -7.7% | +6.5% | +0.5% |
| 3M | -0.2% | +19.2% | -19.4% | -4.5% |
| 6M | +17.9% | +38.3% | -20.4% | +8.3% |
| YTD | +16.6% | +37.2% | -20.6% | +7.0% |
| 1Y | +23.0% | +42.3% | -19.3% | +11.2% |
| 3Y | +92.9% | -4.4% | +97.3% | +75.1% |
| All | +95.7% | -27.7% | +123.4% | +93.0% |
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