+99.5%
SHOP vs JHX
-4.5%
+104.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -11.2% | -6.3% | -4.9% | -9.4% |
| 30D | -14.4% | -7.7% | -6.6% | -12.2% |
| 3M | +16.6% | +19.2% | -2.6% | +10.4% |
| 6M | -0.6% | +38.3% | -38.8% | -11.0% |
| YTD | -20.0% | +37.2% | -57.2% | -28.6% |
| 1Y | -11.2% | +42.3% | -53.5% | -22.1% |
| 3Y | +99.5% | -4.4% | +103.9% | +71.5% |
| All | +99.5% | -4.5% | +104.0% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling