+807.0%
JHX vs SGI
+2,032.3%
-1,225.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -5.0% | +5.5% | -10.5% | -6.2% |
| 3M | +24.5% | -3.6% | +28.1% | +25.6% |
| 6M | +34.9% | -15.0% | +49.9% | +40.3% |
| YTD | +39.3% | -23.0% | +62.4% | +48.0% |
| 1Y | +48.6% | -18.4% | +67.0% | +55.2% |
| 3Y | -2.0% | +57.8% | -59.8% | -11.9% |
| 5Y | -24.4% | +51.5% | -75.9% | -33.0% |
| 10Y | +109.4% | +275.2% | -165.7% | +41.1% |
| All | +807.0% | +2,032.3% | -1,225.3% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling