+101.6%
JHX vs SPG
+64.5%
+37.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | -1.2% | -5.2% | -5.9% |
| 30D | -7.7% | -6.1% | -1.6% | -5.3% |
| 3M | +19.2% | -3.6% | +22.8% | +21.0% |
| 6M | +38.3% | +10.4% | +27.9% | +33.1% |
| YTD | +37.2% | +14.4% | +22.8% | +29.9% |
| 1Y | +42.3% | +16.5% | +25.7% | +33.6% |
| 3Y | -4.4% | +106.8% | -111.2% | -28.6% |
| 5Y | -26.4% | +108.9% | -135.3% | -45.8% |
| All | +101.6% | +64.5% | +37.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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