+0.7%
SPGI vs JHX
-28.4%
+29.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | -8.9% | -4.9% | -4.1% | -8.1% |
| 30D | +0.6% | -9.3% | +9.9% | +2.4% |
| 3M | +2.0% | +28.1% | -26.1% | -2.8% |
| 6M | +0.1% | +35.2% | -35.1% | -6.1% |
| YTD | -16.4% | +35.9% | -52.3% | -22.1% |
| 1Y | -18.9% | +42.5% | -61.5% | -25.5% |
| 3Y | +13.8% | -4.5% | +18.2% | +4.5% |
| All | +0.7% | -28.4% | +29.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling