+1,135.0%
JHX vs SPXU
-100.0%
+1,235.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | 0.0% |
| 7D | -6.3% | +2.5% | -8.8% | -5.3% |
| 30D | -7.7% | +4.2% | -11.9% | -6.0% |
| 3M | +19.2% | -9.3% | +28.4% | +15.8% |
| 6M | +38.3% | -30.7% | +69.0% | +23.4% |
| YTD | +37.2% | -28.1% | +65.3% | +25.1% |
| 1Y | +42.3% | -35.2% | +77.5% | +25.5% |
| 3Y | -4.4% | -79.9% | +75.5% | -40.1% |
| 5Y | -26.4% | -86.4% | +60.0% | -52.3% |
| 10Y | +106.3% | -99.5% | +205.8% | -47.1% |
| All | +1,135.0% | -100.0% | +1,235.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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