-4.4%
JHX vs SPXS
-79.6%
+75.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | -0.1% |
| 7D | -6.3% | +2.5% | -8.8% | -5.2% |
| 30D | -7.7% | +4.2% | -11.9% | -5.8% |
| 3M | +19.2% | -9.3% | +28.5% | +15.5% |
| 6M | +38.3% | -30.7% | +69.0% | +22.2% |
| YTD | +37.2% | -28.1% | +65.3% | +24.0% |
| 1Y | +42.3% | -35.1% | +77.3% | +24.4% |
| 3Y | -4.4% | -79.6% | +75.2% | -46.3% |
| All | -4.4% | -79.6% | +75.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling