+101.6%
JHX vs SIMO
+605.2%
-503.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.3% | -0.1% |
| 7D | -6.3% | +11.0% | -17.4% | -7.9% |
| 30D | -7.7% | +17.9% | -25.6% | -10.4% |
| 3M | +19.2% | +3.9% | +15.3% | +16.0% |
| 6M | +38.3% | +131.0% | -92.8% | +12.9% |
| YTD | +37.2% | +209.3% | -172.1% | +4.1% |
| 1Y | +42.3% | +223.8% | -181.5% | +5.9% |
| 3Y | -4.4% | +479.2% | -483.6% | -39.4% |
| 5Y | -26.4% | +316.0% | -342.4% | -51.9% |
| All | +101.6% | +605.2% | -503.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling