+54.9%
JHX vs SHAK
-26.3%
+81.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.7% |
| 7D | +6.4% | -1.0% | +7.4% | +6.8% |
| 30D | +12.3% | +8.1% | +4.2% | +9.8% |
| 3M | +1.1% | -6.1% | +7.1% | +2.4% |
| 6M | +42.2% | -27.7% | +70.0% | +52.8% |
| YTD | +38.1% | -14.0% | +52.1% | +41.5% |
| 1Y | +54.9% | -27.1% | +82.0% | +73.0% |
| All | +54.9% | -26.3% | +81.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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