+101.6%
JHX vs SCHG
+459.0%
-357.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -6.3% | -1.0% | -5.3% | -5.4% |
| 30D | -7.7% | -1.3% | -6.5% | -6.6% |
| 3M | +19.2% | +5.4% | +13.7% | +13.5% |
| 6M | +38.3% | +14.4% | +23.9% | +22.8% |
| YTD | +37.2% | +8.0% | +29.2% | +28.4% |
| 1Y | +42.3% | +12.7% | +29.5% | +27.5% |
| 3Y | -4.4% | +85.6% | -90.0% | -47.4% |
| 5Y | -26.4% | +85.5% | -111.9% | -60.1% |
| All | +101.6% | +459.0% | -357.4% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling