+350.0%
JHX vs SFM
+108.9%
+241.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.8% | -2.6% |
| 7D | +1.6% | -7.2% | +8.8% | +2.6% |
| 30D | -5.0% | -14.3% | +9.3% | -3.1% |
| 3M | +24.5% | -13.7% | +38.2% | +26.5% |
| 6M | +34.9% | -6.0% | +40.9% | +34.8% |
| YTD | +39.3% | -8.2% | +47.6% | +39.4% |
| 1Y | +48.6% | -46.2% | +94.8% | +59.7% |
| 3Y | -2.0% | +83.6% | -85.6% | -14.7% |
| 5Y | -24.4% | +212.7% | -237.1% | -41.0% |
| 10Y | +109.4% | +273.0% | -163.6% | +51.2% |
| All | +350.0% | +108.9% | +241.1% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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