+55.5%
JHX vs SMTC
+154.8%
-99.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.7% | +1.5% |
| 7D | +1.5% | +12.7% | -11.2% | +0.2% |
| 30D | +7.2% | +22.0% | -14.8% | +4.2% |
| 3M | +29.9% | -12.7% | +42.6% | +30.8% |
| 6M | +35.4% | +64.8% | -29.4% | +20.5% |
| YTD | +46.5% | +100.7% | -54.2% | +26.9% |
| 1Y | +55.5% | +146.9% | -91.4% | +29.3% |
| All | +55.5% | +154.8% | -99.2% | +29.3% |
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