+34.9%
JHX vs SGI
-12.8%
+47.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | -5.0% | +5.5% | -10.5% | -9.2% |
| 3M | +24.5% | -3.6% | +28.1% | +27.6% |
| 6M | +34.9% | -15.0% | +49.9% | +51.3% |
| All | +34.9% | -12.8% | +47.7% | +51.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling