+3.3%
SNOW vs JHX
-27.7%
+31.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -2.4% | -6.3% | +3.9% | -0.6% |
| 30D | -1.0% | -7.7% | +6.8% | +1.3% |
| 3M | +36.9% | +19.2% | +17.7% | +29.8% |
| 6M | +83.4% | +38.3% | +45.1% | +63.8% |
| YTD | +50.0% | +37.2% | +12.8% | +33.7% |
| 1Y | +46.5% | +42.3% | +4.2% | +27.8% |
| 3Y | +93.3% | -4.4% | +97.7% | +65.2% |
| All | +3.3% | -27.7% | +31.0% | +7.1% |
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