-10.1%
SNPS vs JHX
+39.5%
-49.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | -5.5% | +1.6% | -7.1% | -5.8% |
| 30D | -4.5% | -5.0% | +0.5% | -3.8% |
| 3M | -15.5% | +24.5% | -39.9% | -18.3% |
| 6M | -10.1% | +34.9% | -45.0% | -13.8% |
| All | -10.1% | +39.5% | -49.6% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling