+252.8%
SPOT vs JHX
+79.5%
+173.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -3.1% | -6.3% | +3.2% | -1.5% |
| 30D | +7.4% | -7.7% | +15.1% | +9.5% |
| 3M | +8.2% | +19.2% | -11.0% | +2.7% |
| 6M | +2.2% | +38.3% | -36.1% | -8.0% |
| YTD | -9.5% | +37.2% | -46.7% | -18.7% |
| 1Y | -23.8% | +42.3% | -66.1% | -32.9% |
| 3Y | +233.5% | -4.4% | +237.9% | +202.1% |
| 5Y | +112.2% | -26.4% | +138.6% | +101.5% |
| All | +252.8% | +79.5% | +173.3% | +143.5% |
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