-27.2%
JHX vs SBAC
-43.5%
+16.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | -6.3% | -2.1% | -4.2% | -5.7% |
| 30D | -7.7% | +2.0% | -9.7% | -8.3% |
| 3M | +19.2% | -8.3% | +27.5% | +22.1% |
| 6M | +38.3% | +0.3% | +38.0% | +36.1% |
| YTD | +37.2% | -2.2% | +39.4% | +36.1% |
| 1Y | +42.3% | -4.6% | +46.9% | +42.4% |
| 3Y | -4.4% | -8.3% | +3.9% | -5.6% |
| All | -27.2% | -43.5% | +16.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling