+42.8%
JHSC vs SPY
+81.0%
-38.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -3.1% | -1.4% | -1.7% | -1.7% |
| 3M | +1.5% | +3.7% | -2.2% | -2.2% |
| 6M | +9.7% | +13.0% | -3.3% | -3.2% |
| YTD | +14.0% | +12.4% | +1.6% | +1.1% |
| 1Y | +16.0% | +18.5% | -2.5% | -2.4% |
| 3Y | +48.3% | +77.6% | -29.3% | -17.1% |
| 5Y | +42.8% | +81.7% | -38.9% | -21.7% |
| All | +42.8% | +81.0% | -38.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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