-24.4%
JHX vs SUI
-33.5%
+9.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +1.6% | -4.3% | +5.9% | +3.6% |
| 30D | -5.0% | -2.1% | -2.9% | -4.1% |
| 3M | +24.5% | -6.1% | +30.6% | +27.6% |
| 6M | +34.9% | -12.8% | +47.7% | +43.2% |
| YTD | +39.3% | -4.6% | +44.0% | +41.7% |
| 1Y | +48.6% | -7.7% | +56.3% | +53.2% |
| 3Y | -2.0% | +10.9% | -13.0% | -9.4% |
| 5Y | -24.4% | -32.4% | +8.0% | -12.1% |
| All | -24.4% | -33.5% | +9.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling