+2,279.7%
JHX vs SBAC
+1,966.1%
+313.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -5.0% | +3.9% | -8.8% | -5.5% |
| 3M | +24.5% | -8.2% | +32.6% | +25.6% |
| 6M | +34.9% | -2.8% | +37.7% | +34.6% |
| YTD | +39.3% | -1.5% | +40.9% | +38.7% |
| 1Y | +48.6% | 0.0% | +48.5% | +47.6% |
| 3Y | -2.0% | -8.4% | +6.4% | -2.0% |
| 5Y | -24.4% | -43.5% | +19.1% | -19.9% |
| 10Y | +109.4% | +86.9% | +22.5% | +95.3% |
| All | +2,279.7% | +1,966.1% | +313.6% | +1,775.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling