+133.6%
SLB vs JHX
-27.7%
+161.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | -2.4% | -4.9% | +2.4% | -1.5% |
| 30D | +4.9% | -9.3% | +14.2% | +6.9% |
| 3M | +1.4% | +28.1% | -26.7% | -4.2% |
| 6M | +17.6% | +35.2% | -17.6% | +9.0% |
| YTD | +48.3% | +35.9% | +12.5% | +37.3% |
| 1Y | +58.7% | +42.5% | +16.2% | +44.4% |
| 3Y | +0.6% | -4.5% | +5.0% | -7.1% |
| 5Y | +133.6% | -27.1% | +160.7% | +127.5% |
| All | +133.6% | -27.7% | +161.3% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling