+47.4%
JHX vs SMTC
+70.8%
-23.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -12.9% | +21.2% | +8.7% |
| 7D | +13.3% | -24.5% | +37.8% | +14.5% |
| 30D | +17.1% | -42.5% | +59.6% | +20.7% |
| 3M | +4.1% | -14.1% | +18.2% | +2.7% |
| 6M | +48.5% | +3.6% | +44.9% | +40.2% |
| YTD | +42.3% | +50.6% | -8.3% | +27.7% |
| 1Y | +47.4% | +72.2% | -24.9% | +34.1% |
| All | +47.4% | +70.8% | -23.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling