-27.2%
JHX vs SYF
+77.7%
-104.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.3% | -4.9% | -1.4% | -4.2% |
| 30D | -7.7% | -4.3% | -3.4% | -6.0% |
| 3M | +19.2% | +5.5% | +13.7% | +16.1% |
| 6M | +38.3% | +17.5% | +20.8% | +29.7% |
| YTD | +37.2% | -7.8% | +45.0% | +40.9% |
| 1Y | +42.3% | +1.6% | +40.6% | +40.3% |
| 3Y | -4.4% | +154.8% | -159.2% | -37.9% |
| All | -27.2% | +77.7% | -104.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling