+282.9%
SPGI vs JHX
+106.3%
+176.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -7.4% | -6.3% | -1.1% | -5.8% |
| 30D | +0.4% | -7.7% | +8.1% | +2.4% |
| 3M | +5.3% | +19.2% | -13.9% | +0.2% |
| 6M | +1.7% | +38.3% | -36.6% | -8.0% |
| YTD | -16.4% | +37.2% | -53.6% | -24.7% |
| 1Y | -20.5% | +42.3% | -62.8% | -29.5% |
| 3Y | +14.2% | -4.4% | +18.6% | +3.3% |
| 5Y | +0.6% | -26.4% | +27.0% | -3.9% |
| All | +282.9% | +106.3% | +176.6% | +139.7% |
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