+2,357.9%
JHX vs SPG
+2,365.3%
-7.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -1.2% | -4.9% | +3.7% | +0.6% |
| 3M | +32.8% | +3.3% | +29.5% | +31.2% |
| 6M | +41.2% | +11.2% | +30.0% | +36.1% |
| YTD | +43.9% | +17.1% | +26.9% | +36.0% |
| 1Y | +48.0% | +21.6% | +26.5% | +38.0% |
| 3Y | +1.2% | +111.9% | -110.7% | -22.6% |
| 5Y | -22.6% | +106.9% | -129.5% | -40.8% |
| 10Y | +111.5% | +62.2% | +49.3% | +57.2% |
| All | +2,357.9% | +2,365.3% | -7.4% | +968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling