-48.8%
SE vs JHX
+44.7%
-93.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.3% | -3.8% | +1.9% |
| 7D | +6.7% | +13.3% | -6.6% | +2.6% |
| 30D | -17.2% | +17.1% | -34.3% | -21.3% |
| 3M | -28.0% | +4.1% | -32.1% | -28.9% |
| 6M | -6.1% | +48.5% | -54.6% | -17.4% |
| YTD | -37.1% | +42.3% | -79.4% | -43.6% |
| 1Y | -48.8% | +47.4% | -96.1% | -54.2% |
| All | -48.8% | +44.7% | -93.5% | -54.2% |
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