-10.7%
JHX vs S
-57.8%
+47.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.4% |
| 7D | +4.5% | -5.8% | +10.3% | +5.5% |
| 30D | -1.2% | -9.2% | +8.0% | -0.1% |
| 3M | +32.8% | +23.4% | +9.4% | +27.9% |
| 6M | +41.2% | +36.9% | +4.3% | +32.8% |
| YTD | +43.9% | +29.5% | +14.4% | +36.1% |
| 1Y | +48.0% | +5.4% | +42.6% | +44.1% |
| 3Y | +1.2% | +14.7% | -13.5% | -5.5% |
| 5Y | -22.6% | -71.5% | +48.9% | -22.0% |
| All | -10.7% | -57.8% | +47.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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