-27.9%
JHX vs SAN
+374.5%
-402.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | -4.9% | -2.8% | -2.1% | -3.7% |
| 30D | -9.3% | -0.5% | -8.8% | -9.1% |
| 3M | +28.1% | +22.7% | +5.3% | +17.3% |
| 6M | +35.2% | +28.8% | +6.4% | +22.1% |
| YTD | +35.9% | +26.3% | +9.6% | +22.4% |
| 1Y | +42.5% | +48.8% | -6.3% | +19.6% |
| 3Y | -4.5% | +347.2% | -351.7% | -49.1% |
| All | -27.9% | +374.5% | -402.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling