+47.4%
JHX vs SCHG
+5.5%
+41.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.0% |
| 7D | +13.3% | -2.5% | +15.8% | +16.2% |
| 30D | +17.1% | -5.4% | +22.6% | +24.0% |
| 3M | +4.1% | -2.2% | +6.2% | +6.0% |
| 6M | +48.5% | +5.2% | +43.3% | +39.8% |
| YTD | +42.3% | +6.8% | +35.5% | +24.8% |
| 1Y | +47.4% | +5.9% | +41.5% | +29.6% |
| All | +47.4% | +5.5% | +41.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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