+1,325.1%
JHX vs SNY
+241.9%
+1,083.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 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% | +40.6% |
| 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% | -33.1% |
| 10Y | +106.3% | +64.5% | +41.7% | +57.8% |
| All | +1,325.1% | +241.9% | +1,083.1% | +781.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling