-5.3%
JHX vs SM
-0.7%
-4.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -4.9% | +2.1% | -7.0% | -5.0% |
| 30D | -9.3% | +18.1% | -27.4% | -10.7% |
| 3M | +28.1% | +17.0% | +11.1% | +26.0% |
| 6M | +35.2% | +55.4% | -20.2% | +23.8% |
| YTD | +35.9% | +108.6% | -72.7% | +15.4% |
| 1Y | +42.5% | +45.7% | -3.1% | +31.1% |
| All | -5.3% | -0.7% | -4.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling