+1,537.1%
SOXX vs JHX
+106.3%
+1,430.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +1.4% | -6.3% | +7.7% | +3.8% |
| 30D | -3.6% | -7.7% | +4.2% | -0.8% |
| 3M | -10.2% | +19.2% | -29.3% | -16.3% |
| 6M | +54.2% | +38.3% | +16.0% | +35.3% |
| YTD | +75.2% | +37.2% | +38.0% | +53.8% |
| 1Y | +107.5% | +42.3% | +65.2% | +77.8% |
| 3Y | +226.8% | -4.4% | +231.2% | +192.5% |
| 5Y | +251.2% | -26.4% | +277.6% | +238.5% |
| All | +1,537.1% | +106.3% | +1,430.9% | +919.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling