+54.9%
JHX vs SARO
-6.5%
+61.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.1% |
| 7D | +6.4% | +6.3% | 0.0% | +3.0% |
| 30D | +12.3% | +20.8% | -8.6% | +1.5% |
| 3M | +1.1% | -18.4% | +19.5% | +11.1% |
| 6M | +42.2% | +0.8% | +41.4% | +37.6% |
| YTD | +38.1% | -11.8% | +49.9% | +40.4% |
| 1Y | +54.9% | -7.3% | +62.2% | +53.8% |
| All | +54.9% | -6.5% | +61.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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