+42.3%
JHX vs SCHG
+13.0%
+29.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | -6.3% | -1.0% | -5.3% | -5.2% |
| 30D | -7.7% | -1.3% | -6.5% | -6.4% |
| 3M | +19.2% | +5.4% | +13.7% | +13.1% |
| 6M | +38.3% | +14.4% | +23.9% | +20.4% |
| YTD | +37.2% | +8.0% | +29.2% | +22.2% |
| 1Y | +42.3% | +12.7% | +29.5% | +27.2% |
| All | +42.3% | +13.0% | +29.3% | +27.2% |
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