+2,243.5%
JHX vs SIRI
+26.8%
+2,216.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -7.7% | +2.5% | -10.2% | -8.0% |
| 3M | +19.2% | +6.6% | +12.6% | +18.3% |
| 6M | +38.3% | +32.9% | +5.4% | +34.4% |
| YTD | +37.2% | +50.5% | -13.3% | +31.6% |
| 1Y | +42.3% | +28.0% | +14.3% | +38.5% |
| 3Y | -4.4% | -22.4% | +18.0% | -4.0% |
| 5Y | -26.4% | -41.3% | +14.9% | -25.3% |
| 10Y | +106.3% | -10.4% | +116.7% | +103.2% |
| All | +2,243.5% | +26.8% | +2,216.7% | +1,824.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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