+1.5%
SMR vs JHX
-11.6%
+13.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.8% |
| 7D | +4.7% | -4.9% | +9.6% | +6.2% |
| 30D | +3.2% | -9.3% | +12.5% | +6.3% |
| 3M | +9.9% | +28.1% | -18.2% | +2.0% |
| 6M | -15.1% | +35.2% | -50.3% | -22.5% |
| YTD | -27.9% | +35.9% | -63.8% | -34.1% |
| 1Y | -70.2% | +42.5% | -112.8% | -73.1% |
| 3Y | +72.5% | -4.5% | +76.9% | +61.4% |
| All | +1.5% | -11.6% | +13.1% | -10.6% |
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