-4.8%
JHX vs SN
+453.9%
-458.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.5% |
| 7D | -4.9% | -7.2% | +2.3% | -3.1% |
| 30D | -9.3% | -13.4% | +4.1% | -6.0% |
| 3M | +28.1% | +26.8% | +1.3% | +20.6% |
| 6M | +35.2% | +44.6% | -9.4% | +23.3% |
| YTD | +35.9% | +45.3% | -9.4% | +23.8% |
| 1Y | +42.5% | +40.1% | +2.4% | +30.4% |
| 3Y | -4.5% | +375.3% | -379.8% | -21.2% |
| All | -4.8% | +453.9% | -458.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling