+2,243.5%
JHX vs SONY
+250.4%
+1,993.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -6.3% | -2.7% | -3.6% | -5.4% |
| 30D | -7.7% | +1.5% | -9.3% | -8.3% |
| 3M | +19.2% | +13.0% | +6.2% | +13.5% |
| 6M | +38.3% | +11.2% | +27.1% | +32.1% |
| YTD | +37.2% | -6.6% | +43.8% | +39.4% |
| 1Y | +42.3% | -18.1% | +60.4% | +50.9% |
| 3Y | -4.4% | +42.1% | -46.5% | -18.6% |
| 5Y | -26.4% | +11.0% | -37.4% | -32.0% |
| 10Y | +106.3% | +289.2% | -182.9% | +22.1% |
| All | +2,243.5% | +250.4% | +1,993.0% | +1,089.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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