+47.4%
JHX vs STLA
-53.0%
+100.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +7.3% |
| 7D | +13.3% | -0.6% | +13.9% | +13.5% |
| 30D | +17.1% | +3.6% | +13.6% | +16.0% |
| 3M | +4.1% | -20.6% | +24.7% | +10.2% |
| 6M | +48.5% | -34.3% | +82.8% | +65.2% |
| YTD | +42.3% | -57.3% | +99.6% | +60.1% |
| 1Y | +47.4% | -52.6% | +100.0% | +65.7% |
| All | +47.4% | -53.0% | +100.4% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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