+47.4%
JHX vs SITM
+47.5%
-0.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.4% | +17.6% | +8.7% |
| 7D | +13.3% | -19.5% | +32.8% | +14.4% |
| 30D | +17.1% | -43.2% | +60.3% | +20.8% |
| 3M | +4.1% | -30.8% | +34.9% | +5.7% |
| 6M | +48.5% | -28.6% | +77.1% | +48.2% |
| YTD | +42.3% | +14.2% | +28.1% | +35.4% |
| 1Y | +47.4% | +44.4% | +3.0% | +43.7% |
| All | +47.4% | +47.5% | -0.1% | +43.7% |
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