+55.5%
JHX vs SITM
+174.8%
-119.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -4.0% | +2.1% |
| 7D | +1.5% | +9.7% | -8.2% | +0.9% |
| 30D | +7.2% | +12.7% | -5.5% | +6.1% |
| 3M | +29.9% | -13.4% | +43.3% | +30.4% |
| 6M | +35.4% | +59.6% | -24.3% | +25.7% |
| YTD | +46.5% | +73.3% | -26.8% | +36.9% |
| 1Y | +55.5% | +165.5% | -110.0% | +40.7% |
| All | +55.5% | +174.8% | -119.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling