-77.8%
SNAP vs JHX
+123.0%
-200.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +1.5% | +4.5% | -3.0% | -0.3% |
| 30D | +1.9% | -1.2% | +3.1% | +2.4% |
| 3M | -3.9% | +32.8% | -36.7% | -14.4% |
| 6M | +5.2% | +41.2% | -35.9% | -9.3% |
| YTD | -32.7% | +43.9% | -76.6% | -42.8% |
| 1Y | -24.8% | +48.0% | -72.8% | -37.7% |
| 3Y | -42.2% | +1.2% | -43.4% | -49.5% |
| 5Y | -92.7% | -22.6% | -70.1% | -93.0% |
| All | -77.8% | +123.0% | -200.9% | -85.6% |
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