+99.6%
STM vs JHX
+56.2%
+43.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | -1.0% | +7.2% | -8.2% | -3.2% |
| 3M | -33.3% | +29.9% | -63.2% | -39.1% |
| 6M | +57.4% | +35.4% | +22.0% | +36.3% |
| YTD | +102.2% | +46.5% | +55.7% | +75.9% |
| 1Y | +99.6% | +55.5% | +44.1% | +72.6% |
| All | +99.6% | +56.2% | +43.4% | +72.6% |
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