-3.8%
JHX vs SN
+447.8%
-451.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.3% | -7.3% | +0.9% | -4.5% |
| 30D | -7.7% | -13.6% | +5.9% | -4.4% |
| 3M | +19.2% | +18.6% | +0.6% | +14.0% |
| 6M | +38.3% | +46.0% | -7.7% | +25.9% |
| YTD | +37.2% | +43.7% | -6.5% | +25.4% |
| 1Y | +42.3% | +39.2% | +3.1% | +30.5% |
| 3Y | -4.4% | +306.5% | -310.9% | -21.0% |
| All | -3.8% | +447.8% | -451.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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