+52.4%
JHX vs SITM
+4,532.8%
-4,480.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -4.9% | +4.8% | -9.7% | -5.6% |
| 30D | -9.3% | -9.7% | +0.4% | -8.0% |
| 3M | +28.1% | -9.3% | +37.4% | +27.7% |
| 6M | +35.2% | +69.5% | -34.3% | +18.5% |
| YTD | +35.9% | +70.5% | -34.7% | +17.8% |
| 1Y | +42.5% | +145.3% | -102.7% | +13.5% |
| 3Y | -4.5% | +432.8% | -437.3% | -40.7% |
| 5Y | -27.1% | +174.0% | -201.1% | -54.0% |
| All | +52.4% | +4,532.8% | -4,480.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling