+47.4%
JHX vs STT
+53.6%
-6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.9% |
| 7D | +13.3% | -0.1% | +13.4% | +13.3% |
| 30D | +17.1% | -1.7% | +18.8% | +18.3% |
| 3M | +4.1% | -6.4% | +10.5% | +8.2% |
| 6M | +48.5% | +17.7% | +30.8% | +30.2% |
| YTD | +42.3% | +36.9% | +5.4% | +13.4% |
| 1Y | +47.4% | +52.0% | -4.7% | +11.8% |
| All | +47.4% | +53.6% | -6.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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