-16.5%
SOUN vs JHX
+1.6%
-18.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -7.1% | -6.3% | -0.8% | -4.9% |
| 30D | -15.4% | -7.7% | -7.7% | -13.0% |
| 3M | -10.6% | +19.2% | -29.7% | -16.1% |
| 6M | -19.6% | +38.3% | -57.9% | -29.3% |
| YTD | -37.2% | +37.2% | -74.4% | -44.6% |
| 1Y | -57.1% | +42.3% | -99.3% | -62.8% |
| 3Y | +178.2% | -4.4% | +182.6% | +166.1% |
| All | -16.5% | +1.6% | -18.1% | +18.4% |
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