+1,428.8%
SRE vs JHX
+2,243.5%
-814.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.8% | -6.3% | +5.5% | +0.2% |
| 30D | -3.0% | -7.7% | +4.7% | -1.9% |
| 3M | -8.3% | +19.2% | -27.5% | -11.2% |
| 6M | -8.9% | +38.3% | -47.2% | -14.5% |
| YTD | -4.3% | +37.2% | -41.5% | -10.2% |
| 1Y | +2.7% | +42.3% | -39.5% | -4.6% |
| 3Y | +28.7% | -4.4% | +33.1% | +21.9% |
| 5Y | +47.1% | -26.4% | +73.5% | +42.8% |
| 10Y | +121.7% | +106.3% | +15.4% | +73.2% |
| All | +1,428.8% | +2,243.5% | -814.7% | +728.1% |
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