+164.3%
SLV vs JHX
-27.7%
+192.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.8% | -6.3% | +3.5% | -1.8% |
| 30D | -1.6% | -7.7% | +6.2% | -0.3% |
| 3M | -4.4% | +19.2% | -23.6% | -7.4% |
| 6M | -25.4% | +38.3% | -63.7% | -29.6% |
| YTD | -9.8% | +37.2% | -47.0% | -14.4% |
| 1Y | +53.8% | +42.3% | +11.5% | +44.8% |
| 3Y | +174.7% | -4.4% | +179.1% | +162.2% |
| All | +164.3% | -27.7% | +192.0% | +154.9% |
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