-6.7%
SBUX vs JHX
-27.7%
+20.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -5.5% | -6.3% | +0.8% | -4.2% |
| 30D | -8.5% | -7.7% | -0.7% | -7.0% |
| 3M | -2.9% | +19.2% | -22.1% | -6.7% |
| 6M | -1.5% | +38.3% | -39.8% | -9.1% |
| YTD | +19.4% | +37.2% | -17.8% | +10.1% |
| 1Y | +22.9% | +42.3% | -19.3% | +12.0% |
| 3Y | +11.3% | -4.4% | +15.7% | +2.0% |
| All | -6.7% | -27.7% | +20.9% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling