+2,279.7%
JHX vs SPY
+1,011.8%
+1,267.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +1.6% | -0.4% | +1.9% | +2.0% |
| 30D | -5.0% | -1.4% | -3.6% | -3.6% |
| 3M | +24.5% | +3.7% | +20.7% | +20.5% |
| 6M | +34.9% | +13.0% | +21.9% | +21.1% |
| YTD | +39.3% | +12.4% | +26.9% | +25.9% |
| 1Y | +48.6% | +18.5% | +30.0% | +27.5% |
| 3Y | -2.0% | +77.6% | -79.7% | -42.2% |
| 5Y | -24.4% | +81.7% | -106.1% | -55.8% |
| 10Y | +109.4% | +319.7% | -210.2% | -38.8% |
| All | +2,279.7% | +1,011.8% | +1,267.9% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling