+698.0%
JHX vs SIMO
+3,544.2%
-2,846.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.7% |
| 7D | +4.5% | +14.6% | -10.1% | +2.1% |
| 30D | -1.2% | +6.2% | -7.4% | -2.7% |
| 3M | +32.8% | +3.6% | +29.2% | +29.3% |
| 6M | +41.2% | +130.8% | -89.6% | +16.5% |
| YTD | +43.9% | +195.8% | -151.9% | +12.6% |
| 1Y | +48.0% | +225.0% | -177.0% | +13.1% |
| 3Y | +1.2% | +452.3% | -451.1% | -31.1% |
| 5Y | -22.6% | +303.6% | -326.2% | -46.0% |
| 10Y | +111.5% | +528.8% | -417.3% | +29.7% |
| All | +698.0% | +3,544.2% | -2,846.2% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling