+1,499.4%
SNPS vs JHX
+2,279.7%
-780.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | -4.5% | -5.0% | +0.5% | -3.5% |
| 3M | -15.5% | +24.5% | -39.9% | -20.0% |
| 6M | -10.1% | +34.9% | -45.0% | -16.9% |
| YTD | -16.3% | +39.3% | -55.6% | -23.5% |
| 1Y | -34.9% | +48.6% | -83.5% | -41.7% |
| 3Y | -14.4% | -2.0% | -12.3% | -19.7% |
| 5Y | +17.9% | -24.4% | +42.3% | +14.9% |
| 10Y | +574.2% | +109.4% | +464.8% | +416.4% |
| All | +1,499.4% | +2,279.7% | -780.3% | +707.0% |
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