+628.9%
JHX vs STLA
+252.7%
+376.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | -1.2% | -2.4% | +1.1% | -0.7% |
| 3M | +32.8% | -23.9% | +56.6% | +41.6% |
| 6M | +41.2% | -24.6% | +65.8% | +51.1% |
| YTD | +43.9% | -50.5% | +94.4% | +68.1% |
| 1Y | +48.0% | -39.8% | +87.9% | +63.4% |
| 3Y | +1.2% | -65.6% | +66.8% | +25.1% |
| 5Y | -22.6% | -62.1% | +39.5% | -8.1% |
| 10Y | +111.5% | +47.8% | +63.7% | +93.4% |
| All | +628.9% | +252.7% | +376.2% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling