-27.1%
JHX vs STT
+153.4%
-180.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -4.9% | -1.4% | -3.5% | -4.2% |
| 30D | -9.3% | +2.2% | -11.5% | -10.4% |
| 3M | +28.1% | +18.8% | +9.3% | +16.9% |
| 6M | +35.2% | +57.9% | -22.7% | +7.5% |
| YTD | +35.9% | +51.0% | -15.1% | +10.1% |
| 1Y | +42.5% | +77.1% | -34.6% | +6.6% |
| 3Y | -4.5% | +199.8% | -204.3% | -45.1% |
| 5Y | -27.1% | +156.0% | -183.1% | -57.8% |
| All | -27.1% | +153.4% | -180.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling