+55.5%
JHX vs SGI
-17.2%
+72.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +1.5% | +8.5% | -7.0% | -3.4% |
| 30D | +7.2% | +0.7% | +6.5% | +6.5% |
| 3M | +29.9% | +0.6% | +29.3% | +29.3% |
| 6M | +35.4% | -17.9% | +53.3% | +44.1% |
| YTD | +46.5% | -21.2% | +67.6% | +57.9% |
| 1Y | +55.5% | -18.9% | +74.4% | +82.6% |
| All | +55.5% | -17.2% | +72.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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