-6.2%
JHX vs SN
+440.0%
-446.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | -0.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.6% |
| 30D | +13.1% | +21.5% | -8.4% | +6.2% |
| 3M | -10.0% | +20.0% | -30.0% | -15.4% |
| 6M | +38.9% | +119.9% | -81.0% | +7.4% |
| YTD | +34.0% | +102.3% | -68.3% | +6.1% |
| 1Y | +66.0% | +148.0% | -82.0% | +24.9% |
| 3Y | -6.2% | +450.0% | -456.2% | -47.4% |
| All | -6.2% | +440.0% | -446.2% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling