+344.5%
ZETA vs JHX
-27.7%
+372.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -3.7% | -6.3% | +2.6% | -1.6% |
| 30D | +5.7% | -7.7% | +13.5% | +8.5% |
| 3M | +50.4% | +19.2% | +31.3% | +40.9% |
| 6M | +65.5% | +38.3% | +27.2% | +45.3% |
| YTD | +48.3% | +37.2% | +11.1% | +30.5% |
| 1Y | +45.4% | +42.3% | +3.1% | +25.2% |
| 3Y | +270.8% | -4.4% | +275.2% | +217.6% |
| All | +344.5% | -27.7% | +372.2% | +383.6% |
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