+2,401.5%
JHX vs STLD
+15,666.7%
-13,265.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +1.5% | +3.1% | -1.6% | +0.5% |
| 30D | +7.2% | -9.0% | +16.1% | +9.7% |
| 3M | +29.9% | -12.4% | +42.3% | +34.1% |
| 6M | +35.4% | +25.5% | +9.9% | +26.4% |
| YTD | +46.5% | +43.6% | +2.8% | +31.3% |
| 1Y | +55.5% | +87.2% | -31.7% | +29.1% |
| 3Y | -0.4% | +135.2% | -135.7% | -23.7% |
| 5Y | -23.3% | +290.9% | -314.2% | -50.4% |
| 10Y | +111.1% | +1,113.5% | -1,002.3% | -5.3% |
| All | +2,401.5% | +15,666.7% | -13,265.1% | +689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling