+101.6%
JHX vs STZ
-11.3%
+113.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | -6.3% | -4.5% | -1.8% | -4.5% |
| 30D | -7.7% | -8.6% | +0.8% | -4.3% |
| 3M | +19.2% | -13.8% | +32.9% | +26.6% |
| 6M | +38.3% | -17.2% | +55.4% | +49.0% |
| YTD | +37.2% | -9.4% | +46.6% | +40.9% |
| 1Y | +42.3% | -11.9% | +54.1% | +47.5% |
| 3Y | -4.4% | -49.6% | +45.2% | +25.0% |
| 5Y | -26.4% | -37.2% | +10.8% | -13.8% |
| All | +101.6% | -11.3% | +113.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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