+2,993.7%
SHOP vs JHX
+106.3%
+2,887.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -11.2% | -6.3% | -4.9% | -8.7% |
| 30D | -14.4% | -7.7% | -6.6% | -11.4% |
| 3M | +16.6% | +19.2% | -2.6% | +7.8% |
| 6M | -0.6% | +38.3% | -38.8% | -15.1% |
| YTD | -20.0% | +37.2% | -57.2% | -32.1% |
| 1Y | -11.2% | +42.3% | -53.5% | -26.4% |
| 3Y | +99.5% | -4.4% | +103.9% | +76.3% |
| 5Y | -13.2% | -26.4% | +13.2% | -16.5% |
| All | +2,993.7% | +106.3% | +2,887.4% | +1,828.7% |
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