+47.4%
JHX vs SGI
-10.7%
+58.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.8% | +1.5% | +4.1% |
| 7D | +13.3% | +12.1% | +1.2% | +5.8% |
| 30D | +17.1% | +12.1% | +5.1% | +9.3% |
| 3M | +4.1% | +0.4% | +3.7% | +3.4% |
| 6M | +48.5% | -4.0% | +52.5% | +50.1% |
| YTD | +42.3% | -21.2% | +63.5% | +51.5% |
| 1Y | +47.4% | -12.1% | +59.5% | +63.7% |
| All | +47.4% | -10.7% | +58.1% | +63.7% |
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