+3,629.9%
SMH vs JHX
+2,243.5%
+1,386.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +0.3% | -6.3% | +6.6% | +2.0% |
| 30D | -2.8% | -7.7% | +5.0% | -0.8% |
| 3M | -6.7% | +19.2% | -25.9% | -11.3% |
| 6M | +41.8% | +38.3% | +3.5% | +29.1% |
| YTD | +57.9% | +37.2% | +20.7% | +43.8% |
| 1Y | +87.6% | +42.3% | +45.4% | +68.1% |
| 3Y | +282.9% | -4.4% | +287.3% | +258.5% |
| 5Y | +330.4% | -26.4% | +356.8% | +323.7% |
| 10Y | +1,857.0% | +106.3% | +1,750.7% | +1,355.1% |
| All | +3,629.9% | +2,243.5% | +1,386.4% | +2,059.8% |
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