+53.9%
JHX vs SITM
+4,789.7%
-4,735.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.1% |
| 7D | -6.3% | +3.9% | -10.2% | -6.9% |
| 30D | -7.7% | -6.6% | -1.2% | -7.0% |
| 3M | +19.2% | -11.9% | +31.0% | +19.3% |
| 6M | +38.3% | +81.1% | -42.9% | +19.8% |
| YTD | +37.2% | +80.0% | -42.8% | +17.9% |
| 1Y | +42.3% | +145.8% | -103.6% | +13.4% |
| 3Y | -4.4% | +475.9% | -480.3% | -41.5% |
| 5Y | -26.4% | +189.2% | -215.6% | -53.9% |
| All | +53.9% | +4,789.7% | -4,735.8% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling