-5.8%
SLB vs JHX
+106.3%
-112.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -2.5% | -6.3% | +3.8% | -0.5% |
| 30D | +7.1% | -7.7% | +14.9% | +9.8% |
| 3M | +0.6% | +19.2% | -18.5% | -5.7% |
| 6M | +17.6% | +38.3% | -20.7% | +3.4% |
| YTD | +48.5% | +37.2% | +11.3% | +30.6% |
| 1Y | +59.4% | +42.3% | +17.1% | +37.1% |
| 3Y | -0.4% | -4.4% | +4.0% | -11.6% |
| 5Y | +133.8% | -26.4% | +160.2% | +123.6% |
| All | -5.8% | +106.3% | -112.1% | -43.6% |
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