+171.9%
SAP vs JHX
+106.3%
+65.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.1% | -6.3% | +2.3% | -2.6% |
| 30D | +1.1% | -7.7% | +8.8% | +3.0% |
| 3M | +26.1% | +19.2% | +6.9% | +20.6% |
| 6M | +9.8% | +38.3% | -28.5% | +0.1% |
| YTD | -13.6% | +37.2% | -50.8% | -21.4% |
| 1Y | -18.7% | +42.3% | -61.0% | -27.2% |
| 3Y | +54.1% | -4.4% | +58.5% | +41.3% |
| 5Y | +54.7% | -26.4% | +81.1% | +48.9% |
| All | +171.9% | +106.3% | +65.6% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling