+238.6%
JHX vs SHAK
+35.4%
+203.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.3% |
| 7D | -6.3% | -8.3% | +2.0% | -4.6% |
| 30D | -7.7% | -12.6% | +4.9% | -5.0% |
| 3M | +19.2% | +9.1% | +10.1% | +16.5% |
| 6M | +38.3% | -31.2% | +69.5% | +47.3% |
| YTD | +37.2% | -21.6% | +58.8% | +41.8% |
| 1Y | +42.3% | -38.8% | +81.1% | +54.3% |
| 3Y | -4.4% | +0.6% | -5.0% | -10.9% |
| 5Y | -26.4% | -22.5% | -3.8% | -30.8% |
| 10Y | +106.3% | +85.3% | +21.0% | +52.5% |
| All | +238.6% | +35.4% | +203.2% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling