+2,279.7%
JHX vs SM
+362.8%
+1,916.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -5.0% | +20.3% | -25.3% | -8.0% |
| 3M | +24.5% | +22.9% | +1.5% | +19.0% |
| 6M | +34.9% | +47.8% | -12.9% | +23.2% |
| YTD | +39.3% | +107.5% | -68.1% | +19.5% |
| 1Y | +48.6% | +51.7% | -3.2% | +33.7% |
| 3Y | -2.0% | -0.9% | -1.2% | -7.6% |
| 5Y | -24.4% | +112.2% | -136.6% | -40.2% |
| 10Y | +109.4% | +20.3% | +89.1% | +25.3% |
| All | +2,279.7% | +362.8% | +1,916.9% | +869.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling