-27.2%
JHX vs SM
+108.4%
-135.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.3% | +4.6% | -10.9% | -6.9% |
| 30D | -7.7% | +18.2% | -26.0% | -9.9% |
| 3M | +19.2% | +22.5% | -3.3% | +15.2% |
| 6M | +38.3% | +50.6% | -12.3% | +26.5% |
| YTD | +37.2% | +108.1% | -70.9% | +17.1% |
| 1Y | +42.3% | +46.0% | -3.7% | +29.6% |
| 3Y | -4.4% | +2.9% | -7.3% | -10.9% |
| All | -27.2% | +108.4% | -135.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling