+992.4%
SPY vs JHX
+2,243.5%
-1,251.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.8% | -6.3% | +5.6% | +0.6% |
| 30D | -1.1% | -7.7% | +6.7% | +0.6% |
| 3M | +3.9% | +19.2% | -15.3% | -0.4% |
| 6M | +13.6% | +38.3% | -24.7% | +4.7% |
| YTD | +12.7% | +37.2% | -24.5% | +3.7% |
| 1Y | +17.5% | +42.3% | -24.8% | +6.7% |
| 3Y | +76.9% | -4.4% | +81.3% | +65.3% |
| 5Y | +83.6% | -26.4% | +110.0% | +78.0% |
| 10Y | +320.7% | +106.3% | +214.4% | +210.8% |
| All | +992.4% | +2,243.5% | -1,251.1% | +429.4% |
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