-27.2%
JHX vs SPY
+82.3%
-109.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.1% |
| 7D | -6.3% | -0.8% | -5.6% | -5.4% |
| 30D | -7.7% | -1.1% | -6.7% | -6.4% |
| 3M | +19.2% | +3.9% | +15.3% | +13.9% |
| 6M | +38.3% | +13.6% | +24.7% | +19.6% |
| YTD | +37.2% | +12.7% | +24.5% | +20.0% |
| 1Y | +42.3% | +17.5% | +24.8% | +18.3% |
| 3Y | -4.4% | +76.9% | -81.3% | -51.3% |
| All | -27.2% | +82.3% | -109.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling