+517.6%
SPMO vs JHX
+106.3%
+411.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.9% | -6.3% | +5.4% | +0.6% |
| 30D | -1.9% | -7.7% | +5.8% | -0.1% |
| 3M | -1.4% | +19.2% | -20.5% | -5.8% |
| 6M | +25.5% | +38.3% | -12.8% | +14.9% |
| YTD | +24.8% | +37.2% | -12.4% | +14.1% |
| 1Y | +24.5% | +42.3% | -17.8% | +12.1% |
| 3Y | +157.1% | -4.4% | +161.5% | +136.8% |
| 5Y | +149.5% | -26.4% | +175.9% | +142.1% |
| All | +517.6% | +106.3% | +411.3% | +313.3% |
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