+339.6%
SLV vs JHX
+520.5%
-180.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.8% |
| 7D | +2.8% | +1.6% | +1.2% | +2.5% |
| 30D | +2.2% | -5.0% | +7.2% | +3.1% |
| 3M | +2.9% | +24.5% | -21.6% | -1.3% |
| 6M | -22.4% | +34.9% | -57.3% | -26.8% |
| YTD | -5.7% | +39.3% | -45.1% | -11.2% |
| 1Y | +63.3% | +48.6% | +14.8% | +51.5% |
| 3Y | +189.0% | -2.0% | +191.0% | +174.8% |
| 5Y | +172.7% | -24.4% | +197.1% | +165.5% |
| 10Y | +235.3% | +109.4% | +125.8% | +156.4% |
| All | +339.6% | +520.5% | -180.9% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling