+150.5%
SPMO vs JHX
-27.7%
+178.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.9% | -6.3% | +5.4% | +0.2% |
| 30D | -1.9% | -7.7% | +5.8% | -0.5% |
| 3M | -1.4% | +19.2% | -20.5% | -4.9% |
| 6M | +25.5% | +38.3% | -12.8% | +17.2% |
| YTD | +24.8% | +37.2% | -12.4% | +16.4% |
| 1Y | +24.5% | +42.3% | -17.8% | +14.9% |
| 3Y | +157.1% | -4.4% | +161.5% | +138.8% |
| All | +150.5% | -27.7% | +178.2% | +158.6% |
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