-92.6%
SNAP vs JHX
-27.7%
-64.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.4% | +5.0% |
| 7D | -3.2% | -4.9% | +1.7% | -1.2% |
| 30D | +0.2% | -9.3% | +9.5% | +4.3% |
| 3M | +2.6% | +28.1% | -25.5% | -8.1% |
| 6M | +12.4% | +35.2% | -22.8% | -2.6% |
| YTD | -31.6% | +35.9% | -67.5% | -41.3% |
| 1Y | -21.7% | +42.5% | -64.2% | -35.2% |
| 3Y | -41.2% | -4.5% | -36.7% | -50.4% |
| 5Y | -92.6% | -27.1% | -65.5% | -91.9% |
| All | -92.6% | -27.7% | -64.9% | -91.9% |
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