+66.0%
JHX vs STLD
+46.8%
+19.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +2.0% |
| 7D | -0.2% | +2.9% | -3.1% | -1.3% |
| 30D | +13.1% | -5.6% | +18.7% | +15.0% |
| 3M | -10.0% | -11.7% | +1.7% | -5.9% |
| 6M | +38.9% | -2.8% | +41.7% | +35.7% |
| YTD | +34.0% | +36.4% | -2.5% | +8.5% |
| 1Y | +66.0% | +50.0% | +16.0% | +26.4% |
| All | +66.0% | +46.8% | +19.2% | +26.4% |
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