+101.6%
JHX vs SPYG
+424.6%
-323.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | -6.3% | -0.9% | -5.4% | -5.5% |
| 30D | -7.7% | -1.5% | -6.2% | -6.3% |
| 3M | +19.2% | +3.7% | +15.4% | +14.8% |
| 6M | +38.3% | +16.4% | +21.8% | +19.8% |
| YTD | +37.2% | +13.3% | +23.9% | +21.8% |
| 1Y | +42.3% | +17.9% | +24.4% | +21.1% |
| 3Y | -4.4% | +98.3% | -102.7% | -52.5% |
| 5Y | -26.4% | +86.4% | -112.8% | -61.5% |
| All | +101.6% | +424.6% | -323.0% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling