+2,357.9%
JHX vs STT
+616.5%
+1,741.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +4.5% | +2.2% | +2.3% | +3.8% |
| 30D | -1.2% | +3.9% | -5.1% | -2.4% |
| 3M | +32.8% | +19.2% | +13.6% | +25.5% |
| 6M | +41.2% | +60.4% | -19.2% | +21.9% |
| YTD | +43.9% | +51.5% | -7.6% | +26.3% |
| 1Y | +48.0% | +76.3% | -28.2% | +23.9% |
| 3Y | +1.2% | +200.7% | -199.6% | -28.3% |
| 5Y | -22.6% | +157.5% | -180.1% | -43.6% |
| 10Y | +111.5% | +262.0% | -150.5% | +36.0% |
| All | +2,357.9% | +616.5% | +1,741.4% | +1,134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling