+42.0%
SOFI vs JHX
-0.4%
+42.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -4.9% | -6.3% | +1.4% | -2.2% |
| 30D | -3.5% | -7.7% | +4.3% | +0.1% |
| 3M | +3.9% | +19.2% | -15.3% | -4.0% |
| 6M | -6.5% | +38.3% | -44.8% | -19.5% |
| YTD | -33.8% | +37.2% | -71.0% | -43.2% |
| 1Y | -33.3% | +42.3% | -75.6% | -43.9% |
| 3Y | +94.6% | -4.4% | +99.0% | +74.8% |
| 5Y | +13.3% | -26.4% | +39.7% | +2.0% |
| All | +42.0% | -0.4% | +42.4% | +68.1% |
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