+118.2%
SRE vs JHX
+106.3%
+12.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.8% | -6.3% | +5.5% | +0.3% |
| 30D | -3.0% | -7.7% | +4.7% | -1.8% |
| 3M | -8.3% | +19.2% | -27.5% | -11.5% |
| 6M | -8.9% | +38.3% | -47.2% | -15.1% |
| YTD | -4.3% | +37.2% | -41.5% | -10.9% |
| 1Y | +2.7% | +42.3% | -39.5% | -5.4% |
| 3Y | +28.7% | -4.4% | +33.1% | +20.2% |
| 5Y | +47.1% | -26.4% | +73.5% | +42.9% |
| All | +118.2% | +106.3% | +12.0% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling