+101.6%
JHX vs SMTC
+548.2%
-446.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.1% |
| 7D | -6.3% | +13.1% | -19.4% | -9.0% |
| 30D | -7.7% | +19.5% | -27.2% | -12.2% |
| 3M | +19.2% | +2.2% | +16.9% | +15.3% |
| 6M | +38.3% | +94.9% | -56.6% | +12.4% |
| YTD | +37.2% | +127.0% | -89.7% | +7.0% |
| 1Y | +42.3% | +174.6% | -132.3% | +4.6% |
| 3Y | -4.4% | +615.9% | -620.3% | -54.4% |
| 5Y | -26.4% | +125.6% | -152.0% | -51.3% |
| All | +101.6% | +548.2% | -446.6% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling