-63.2%
SPCH vs JHX
+18.1%
-81.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.3% | -15.9% | -13.8% |
| 7D | -13.4% | +13.3% | -26.7% | -23.2% |
| 30D | -39.6% | +17.1% | -56.8% | -49.0% |
| 3M | -1.4% | +4.1% | -5.5% | -6.5% |
| All | -63.2% | +18.1% | -81.3% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling