+398.6%
ZS vs JHX
+77.6%
+321.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.4% |
| 7D | -3.1% | -6.3% | +3.2% | -1.6% |
| 30D | -7.2% | -7.7% | +0.5% | -5.5% |
| 3M | +30.5% | +19.2% | +11.3% | +24.8% |
| 6M | +7.0% | +38.3% | -31.3% | -3.4% |
| YTD | -26.8% | +37.2% | -64.0% | -34.1% |
| 1Y | -42.6% | +42.3% | -84.9% | -49.2% |
| 3Y | -0.3% | -4.4% | +4.1% | -8.8% |
| 5Y | -39.2% | -26.4% | -12.8% | -43.4% |
| All | +398.6% | +77.6% | +321.0% | +262.2% |
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