+818.7%
SPYM vs JHX
+617.5%
+201.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -1.0% | -6.3% | +5.3% | +0.3% |
| 30D | -1.3% | -7.7% | +6.4% | +0.3% |
| 3M | +3.6% | +19.2% | -15.6% | -0.6% |
| 6M | +13.3% | +38.3% | -25.0% | +4.6% |
| YTD | +12.4% | +37.2% | -24.8% | +3.6% |
| 1Y | +17.3% | +42.3% | -25.0% | +6.6% |
| 3Y | +76.8% | -4.4% | +81.2% | +65.2% |
| 5Y | +83.6% | -26.4% | +110.0% | +78.0% |
| 10Y | +322.7% | +106.3% | +216.5% | +213.3% |
| All | +818.7% | +617.5% | +201.2% | +358.3% |
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 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