+2,401.5%
JHX vs SUI
+1,255.7%
+1,145.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +1.5% | -2.8% | +4.4% | +2.7% |
| 30D | +7.2% | -1.2% | +8.3% | +7.6% |
| 3M | +29.9% | -1.7% | +31.7% | +30.4% |
| 6M | +35.4% | -10.5% | +45.8% | +41.4% |
| YTD | +46.5% | -1.8% | +48.3% | +47.1% |
| 1Y | +55.5% | -4.1% | +59.6% | +57.4% |
| 3Y | -0.4% | +11.3% | -11.7% | -6.7% |
| 5Y | -23.3% | -32.1% | +8.8% | -13.0% |
| 10Y | +111.1% | +110.4% | +0.7% | +51.0% |
| All | +2,401.5% | +1,255.7% | +1,145.9% | +705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling