+1,795.3%
JHX vs SPXS
-100.0%
+1,895.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.8% |
| 7D | -4.9% | +6.4% | -11.2% | -2.5% |
| 30D | -9.3% | +6.0% | -15.3% | -7.0% |
| 3M | +28.1% | -11.6% | +39.7% | +23.6% |
| 6M | +35.2% | -28.7% | +63.9% | +22.8% |
| YTD | +35.9% | -26.3% | +62.1% | +25.9% |
| 1Y | +42.5% | -34.9% | +77.4% | +27.0% |
| 3Y | -4.5% | -79.5% | +75.0% | -37.7% |
| 5Y | -27.1% | -85.9% | +58.8% | -50.6% |
| 10Y | +104.2% | -99.5% | +203.8% | -39.8% |
| All | +1,795.3% | -100.0% | +1,895.3% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling