+2,486.8%
SPGI vs JHX
+2,357.9%
+128.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -2.5% | +4.5% | -7.0% | -3.5% |
| 30D | +5.4% | -1.2% | +6.6% | +5.6% |
| 3M | +9.0% | +32.8% | -23.7% | +1.0% |
| 6M | +0.8% | +41.2% | -40.4% | -8.9% |
| YTD | -12.6% | +43.9% | -56.5% | -21.8% |
| 1Y | -16.1% | +48.0% | -64.2% | -26.0% |
| 3Y | +19.0% | +1.2% | +17.8% | +7.7% |
| 5Y | +5.1% | -22.6% | +27.7% | -0.4% |
| 10Y | +295.5% | +111.5% | +184.0% | +172.2% |
| All | +2,486.8% | +2,357.9% | +128.9% | +913.5% |
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