+42.3%
JHX vs STZ
-11.8%
+54.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.3% | -4.5% | -1.8% | -5.1% |
| 30D | -7.7% | -8.6% | +0.8% | -5.4% |
| 3M | +19.2% | -13.8% | +32.9% | +24.2% |
| 6M | +38.3% | -17.2% | +55.4% | +45.6% |
| YTD | +37.2% | -9.4% | +46.6% | +36.9% |
| 1Y | +42.3% | -11.9% | +54.1% | +43.8% |
| All | +42.3% | -11.8% | +54.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling