+515.3%
JHX vs SSNC
+1,015.4%
-500.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -4.9% | -6.7% | +1.9% | -1.7% |
| 30D | -9.3% | -0.8% | -8.5% | -9.0% |
| 3M | +28.1% | +16.1% | +12.0% | +18.8% |
| 6M | +35.2% | +7.9% | +27.3% | +29.4% |
| YTD | +35.9% | -8.7% | +44.6% | +39.5% |
| 1Y | +42.5% | -9.5% | +52.0% | +46.9% |
| 3Y | -4.5% | +47.7% | -52.1% | -21.6% |
| 5Y | -27.1% | +17.6% | -44.7% | -34.3% |
| 10Y | +104.2% | +167.7% | -63.5% | +32.3% |
| All | +515.3% | +1,015.4% | -500.1% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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