+101.6%
JHX vs STLA
+55.1%
+46.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | -6.3% | -2.9% | -3.4% | -5.4% |
| 30D | -7.7% | +0.9% | -8.7% | -8.1% |
| 3M | +19.2% | -21.6% | +40.8% | +28.9% |
| 6M | +38.3% | -21.6% | +59.9% | +49.8% |
| YTD | +37.2% | -50.4% | +87.6% | +70.1% |
| 1Y | +42.3% | -43.6% | +85.9% | +66.4% |
| 3Y | -4.4% | -66.4% | +62.0% | +29.3% |
| 5Y | -26.4% | -62.3% | +35.9% | -7.5% |
| All | +101.6% | +55.1% | +46.5% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling