+1.2%
JHX vs STLD
+141.4%
-140.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +4.5% | +2.7% | +1.9% | +3.3% |
| 30D | -1.2% | -8.4% | +7.2% | +1.9% |
| 3M | +32.8% | -9.9% | +42.6% | +37.3% |
| 6M | +41.2% | +33.0% | +8.1% | +24.5% |
| YTD | +43.9% | +42.6% | +1.3% | +23.2% |
| 1Y | +48.0% | +80.8% | -32.7% | +15.5% |
| 3Y | +1.2% | +143.4% | -142.2% | -33.0% |
| All | +1.2% | +141.4% | -140.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling