+57.8%
SO vs JHX
-27.7%
+85.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.1% | -6.3% | +5.3% | -0.7% |
| 30D | -5.0% | -7.7% | +2.7% | -4.6% |
| 3M | -5.8% | +19.2% | -24.9% | -6.9% |
| 6M | -7.9% | +38.3% | -46.2% | -10.2% |
| YTD | +2.4% | +37.2% | -34.8% | -0.1% |
| 1Y | -2.3% | +42.3% | -44.5% | -5.1% |
| 3Y | +41.9% | -4.4% | +46.3% | +37.4% |
| All | +57.8% | -27.7% | +85.4% | +48.2% |
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