-2.9%
JHX vs SN
+368.4%
-371.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.2% |
| 7D | +1.6% | -3.4% | +5.0% | +2.7% |
| 30D | -5.0% | -9.1% | +4.1% | -2.3% |
| 3M | +24.5% | +31.8% | -7.3% | +14.2% |
| 6M | +34.9% | +52.0% | -17.1% | +18.6% |
| YTD | +39.3% | +51.3% | -12.0% | +22.7% |
| 1Y | +48.6% | +46.9% | +1.7% | +31.4% |
| All | -2.9% | +368.4% | -371.4% | -29.5% |
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