+19.8%
SNPS vs JHX
-27.7%
+47.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.9% | -6.3% | +7.2% | +2.6% |
| 30D | -3.6% | -7.7% | +4.1% | -1.7% |
| 3M | -12.9% | +19.2% | -32.1% | -17.3% |
| 6M | -8.2% | +38.3% | -46.5% | -17.2% |
| YTD | -15.4% | +37.2% | -52.6% | -23.8% |
| 1Y | -9.3% | +42.3% | -51.6% | -19.5% |
| 3Y | -14.0% | -4.4% | -9.6% | -21.7% |
| All | +19.8% | -27.7% | +47.5% | +23.3% |
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