+47.4%
JHX vs SPYG
+10.8%
+36.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.1% |
| 7D | +13.3% | -2.8% | +16.0% | +16.1% |
| 30D | +17.1% | -6.2% | +23.3% | +24.2% |
| 3M | +4.1% | -3.6% | +7.7% | +7.4% |
| 6M | +48.5% | +4.8% | +43.7% | +40.2% |
| YTD | +42.3% | +11.0% | +31.3% | +21.8% |
| 1Y | +47.4% | +11.2% | +36.2% | +26.0% |
| All | +47.4% | +10.8% | +36.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling