+178.2%
SOUN vs JHX
-4.5%
+182.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -7.1% | -6.3% | -0.8% | -4.4% |
| 30D | -15.4% | -7.7% | -7.7% | -12.4% |
| 3M | -10.6% | +19.2% | -29.7% | -17.4% |
| 6M | -19.6% | +38.3% | -57.9% | -31.6% |
| YTD | -37.2% | +37.2% | -74.4% | -46.4% |
| 1Y | -57.1% | +42.3% | -99.3% | -64.2% |
| 3Y | +178.2% | -4.4% | +182.6% | +153.8% |
| All | +178.2% | -4.5% | +182.7% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling