-7.7%
SRE vs JHX
+44.7%
-52.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.3% | -11.2% | -3.2% |
| 7D | -2.1% | +13.3% | -15.4% | -2.7% |
| 30D | +6.1% | +17.1% | -11.1% | +5.3% |
| 3M | -3.5% | +4.1% | -7.6% | -3.9% |
| 6M | -10.8% | +48.5% | -59.3% | -13.2% |
| YTD | -4.0% | +42.3% | -46.2% | -6.2% |
| 1Y | -7.7% | +47.4% | -55.0% | -10.2% |
| All | -7.7% | +44.7% | -52.4% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling