+34.9%
JHX vs SMTC
+102.5%
-67.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | +1.6% | +22.5% | -20.9% | -0.4% |
| 30D | -5.0% | +24.9% | -29.9% | -7.2% |
| 3M | +24.5% | +4.1% | +20.4% | +22.9% |
| 6M | +34.9% | +92.6% | -57.6% | +16.8% |
| All | +34.9% | +102.5% | -67.6% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling