+101.6%
JHX vs SCCO
+1,104.1%
-1,002.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -2.7% | -3.7% | -5.5% |
| 30D | -7.7% | -0.7% | -7.0% | -8.0% |
| 3M | +19.2% | +8.1% | +11.1% | +13.8% |
| 6M | +38.3% | +4.1% | +34.2% | +33.5% |
| YTD | +37.2% | +41.1% | -3.9% | +15.3% |
| 1Y | +42.3% | +95.6% | -53.3% | +2.6% |
| 3Y | -4.4% | +179.3% | -183.7% | -43.4% |
| 5Y | -26.4% | +308.3% | -334.7% | -64.6% |
| All | +101.6% | +1,104.1% | -1,002.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling