+1,044.3%
SAP vs JHX
+2,279.7%
-1,235.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -0.3% | +1.6% | -1.8% | -0.6% |
| 30D | +0.3% | -5.0% | +5.3% | +1.4% |
| 3M | +16.9% | +24.5% | -7.6% | +10.6% |
| 6M | +6.3% | +34.9% | -28.6% | -2.2% |
| YTD | -12.4% | +39.3% | -51.7% | -20.5% |
| 1Y | -21.6% | +48.6% | -70.2% | -30.4% |
| 3Y | +54.8% | -2.0% | +56.8% | +42.5% |
| 5Y | +56.2% | -24.4% | +80.6% | +49.9% |
| 10Y | +179.0% | +109.4% | +69.6% | +98.4% |
| All | +1,044.3% | +2,279.7% | -1,235.4% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling