+47.4%
JHX vs SAN
+23.5%
+23.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.4% | +1.9% | +5.1% |
| 7D | +13.3% | +4.5% | +8.7% | +10.8% |
| 30D | +17.1% | -12.1% | +29.2% | +24.5% |
| 3M | +4.1% | -15.6% | +19.6% | +12.7% |
| 6M | +48.5% | +5.8% | +42.7% | +43.3% |
| YTD | +42.3% | +5.5% | +36.8% | +35.4% |
| 1Y | +47.4% | +23.6% | +23.8% | +46.2% |
| All | +47.4% | +23.5% | +23.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling