+978.2%
SO vs JHX
+2,220.4%
-1,242.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.1% | -4.9% | +3.7% | -0.6% |
| 30D | -3.7% | -9.3% | +5.6% | -2.8% |
| 3M | -5.9% | +28.1% | -34.0% | -8.6% |
| 6M | -7.3% | +35.2% | -42.5% | -10.9% |
| YTD | +3.1% | +35.9% | -32.8% | -1.1% |
| 1Y | -1.0% | +42.5% | -43.5% | -5.8% |
| 3Y | +43.2% | -4.5% | +47.7% | +37.9% |
| 5Y | +59.1% | -27.1% | +86.2% | +55.7% |
| 10Y | +160.2% | +104.2% | +56.0% | +119.1% |
| All | +978.2% | +2,220.4% | -1,242.3% | +635.6% |
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