+42.3%
JHX vs STLA
-40.1%
+82.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | -6.3% | -2.9% | -3.4% | -5.6% |
| 30D | -7.7% | +0.9% | -8.7% | -8.0% |
| 3M | +19.2% | -21.6% | +40.8% | +26.1% |
| 6M | +38.3% | -21.6% | +59.9% | +47.5% |
| YTD | +37.2% | -50.4% | +87.6% | +51.6% |
| 1Y | +42.3% | -43.6% | +85.9% | +54.3% |
| All | +42.3% | -40.1% | +82.4% | +54.3% |
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