+47.4%
JHX vs SYF
+4.2%
+43.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +13.3% | -0.4% | +13.7% | +13.6% |
| 30D | +17.1% | +4.4% | +12.8% | +14.0% |
| 3M | +4.1% | -4.7% | +8.8% | +6.9% |
| 6M | +48.5% | +1.9% | +46.6% | +45.2% |
| YTD | +42.3% | -8.9% | +51.2% | +38.9% |
| 1Y | +47.4% | +4.1% | +43.3% | +33.4% |
| All | +47.4% | +4.2% | +43.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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