-5.3%
JHX vs SBAC
-11.3%
+6.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -1.8% |
| 7D | -4.9% | -5.3% | +0.4% | -3.7% |
| 30D | -9.3% | +0.4% | -9.7% | -9.3% |
| 3M | +28.1% | -11.9% | +40.0% | +31.7% |
| 6M | +35.2% | -4.5% | +39.7% | +36.4% |
| YTD | +35.9% | -4.3% | +40.2% | +36.7% |
| 1Y | +42.5% | -3.9% | +46.4% | +43.0% |
| All | -5.3% | -11.3% | +6.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling