+46.2%
JHX vs STLD
+87.1%
-40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -5.0% | -10.4% | +5.4% | -0.5% |
| 3M | +24.5% | -10.6% | +35.0% | +30.2% |
| 6M | +34.9% | +32.7% | +2.2% | +15.5% |
| YTD | +39.3% | +42.8% | -3.5% | +16.0% |
| All | +46.2% | +87.1% | -40.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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