+2,188.3%
JHX vs STLD
+14,879.8%
-12,691.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.8% |
| 7D | -0.2% | +2.9% | -3.1% | -1.0% |
| 30D | +13.1% | -5.6% | +18.7% | +14.6% |
| 3M | -10.0% | -11.7% | +1.7% | -7.5% |
| 6M | +38.9% | -2.8% | +41.7% | +38.6% |
| YTD | +34.0% | +36.4% | -2.5% | +21.3% |
| 1Y | +66.0% | +50.0% | +16.0% | +46.3% |
| 3Y | -6.2% | +122.3% | -128.5% | -27.2% |
| 5Y | -31.6% | +273.2% | -304.8% | -55.3% |
| 10Y | +116.6% | +763.8% | -647.2% | +5.8% |
| All | +2,188.3% | +14,879.8% | -12,691.4% | +629.3% |
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