-85.6%
SMR vs JHX
+44.7%
-130.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.3% | -12.8% | -9.1% |
| 7D | -9.5% | +13.3% | -22.8% | -16.4% |
| 30D | -33.2% | +17.1% | -50.3% | -39.5% |
| 3M | -45.9% | +4.1% | -50.0% | -47.7% |
| 6M | -57.9% | +48.5% | -106.4% | -67.9% |
| YTD | -63.8% | +42.3% | -106.1% | -71.9% |
| 1Y | -85.6% | +47.4% | -133.0% | -89.0% |
| All | -85.6% | +44.7% | -130.3% | -89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling