+553.4%
SE vs JHX
+114.1%
+439.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -5.2% | -6.3% | +1.1% | -2.8% |
| 30D | -17.1% | -7.7% | -9.3% | -14.5% |
| 3M | +24.0% | +19.2% | +4.8% | +14.9% |
| 6M | +21.0% | +38.3% | -17.3% | +4.5% |
| YTD | -16.7% | +37.2% | -53.9% | -28.0% |
| 1Y | -45.9% | +42.3% | -88.2% | -54.5% |
| 3Y | +177.8% | -4.4% | +182.2% | +137.1% |
| 5Y | -67.4% | -26.4% | -41.0% | -69.3% |
| All | +553.4% | +114.1% | +439.3% | +293.6% |
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