+101.6%
JHX vs SNY
+64.5%
+37.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -6.3% | -3.3% | -3.0% | -5.0% |
| 30D | -7.7% | -2.2% | -5.6% | -6.9% |
| 3M | +19.2% | -3.0% | +22.2% | +20.4% |
| 6M | +38.3% | +2.7% | +35.5% | +36.5% |
| YTD | +37.2% | -6.8% | +44.1% | +40.7% |
| 1Y | +42.3% | -5.3% | +47.5% | +44.4% |
| 3Y | -4.4% | -9.8% | +5.4% | -3.6% |
| 5Y | -26.4% | +9.7% | -36.1% | -34.8% |
| All | +101.6% | +64.5% | +37.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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