+101.6%
JHX vs STT
+271.9%
-170.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | +1.7% | -9.5% | -8.6% |
| 3M | +19.2% | +17.9% | +1.3% | +9.3% |
| 6M | +38.3% | +55.3% | -17.0% | +11.0% |
| YTD | +37.2% | +52.7% | -15.5% | +10.7% |
| 1Y | +42.3% | +75.7% | -33.4% | +6.9% |
| 3Y | -4.4% | +197.9% | -202.3% | -45.2% |
| 5Y | -26.4% | +158.8% | -185.1% | -56.7% |
| All | +101.6% | +271.9% | -170.3% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling