+2,243.5%
JHX vs SPYG
+1,192.0%
+1,051.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -6.3% | -0.9% | -5.4% | -5.6% |
| 30D | -7.7% | -1.5% | -6.2% | -6.5% |
| 3M | +19.2% | +3.7% | +15.4% | +15.3% |
| 6M | +38.3% | +16.4% | +21.8% | +22.0% |
| YTD | +37.2% | +13.3% | +23.9% | +23.8% |
| 1Y | +42.3% | +17.9% | +24.4% | +23.7% |
| 3Y | -4.4% | +98.3% | -102.7% | -47.3% |
| 5Y | -26.4% | +86.4% | -112.8% | -57.4% |
| 10Y | +106.3% | +421.9% | -315.7% | -47.1% |
| All | +2,243.5% | +1,192.0% | +1,051.5% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling