+2,357.9%
JHX vs STZ
+1,224.0%
+1,133.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.1% |
| 7D | +4.5% | -7.4% | +11.9% | +6.9% |
| 30D | -1.2% | -10.9% | +9.7% | +2.1% |
| 3M | +32.8% | -13.4% | +46.2% | +38.2% |
| 6M | +41.2% | -16.2% | +57.4% | +48.2% |
| YTD | +43.9% | -10.4% | +54.4% | +47.5% |
| 1Y | +48.0% | -14.8% | +62.8% | +53.7% |
| 3Y | +1.2% | -50.1% | +51.3% | +21.4% |
| 5Y | -22.6% | -38.8% | +16.2% | -12.6% |
| 10Y | +111.5% | -14.1% | +125.6% | +113.2% |
| All | +2,357.9% | +1,224.0% | +1,133.9% | +1,422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling