+110.0%
JHX vs SUI
+120.9%
-10.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.7% |
| 7D | -3.8% | -3.8% | 0.0% | -1.9% |
| 30D | +11.7% | +3.9% | +7.8% | +9.5% |
| 3M | -10.7% | +0.2% | -10.9% | -10.8% |
| 6M | +36.5% | -4.2% | +40.7% | +38.8% |
| YTD | +32.8% | -2.5% | +35.3% | +33.9% |
| 1Y | +62.5% | -4.0% | +66.5% | +65.0% |
| 3Y | -5.7% | +16.5% | -22.2% | -15.5% |
| 5Y | -32.2% | -27.2% | -5.0% | -23.1% |
| All | +110.0% | +120.9% | -10.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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