-25.2%
JHX vs SIMO
+305.4%
-330.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | +1.6% | +14.5% | -12.9% | +0.1% |
| 30D | -5.0% | +20.4% | -25.4% | -7.0% |
| 3M | +24.5% | +7.1% | +17.3% | +21.8% |
| 6M | +34.9% | +129.2% | -94.3% | +16.6% |
| YTD | +39.3% | +201.9% | -162.6% | +13.5% |
| 1Y | +48.6% | +235.5% | -186.9% | +17.4% |
| 3Y | -2.0% | +463.8% | -465.9% | -32.2% |
| All | -25.2% | +305.4% | -330.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling