-5.9%
SAP vs JHX
+44.7%
-50.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +3.2% |
| 7D | +1.3% | +13.3% | -12.0% | -0.2% |
| 30D | +15.5% | +17.1% | -1.6% | +13.4% |
| 3M | +22.8% | +4.1% | +18.7% | +22.0% |
| 6M | +42.5% | +48.5% | -6.0% | +38.4% |
| YTD | +0.5% | +42.3% | -41.7% | -3.1% |
| 1Y | -5.9% | +47.4% | -53.3% | -9.8% |
| All | -5.9% | +44.7% | -50.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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