+17.7%
STM vs JHX
-5.4%
+23.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | -1.1% | -4.9% | +3.8% | +0.5% |
| 30D | -7.8% | -9.3% | +1.5% | -5.0% |
| 3M | -28.2% | +28.1% | -56.3% | -34.2% |
| 6M | +52.0% | +35.2% | +16.8% | +35.9% |
| YTD | +96.4% | +35.9% | +60.5% | +75.4% |
| 1Y | +98.8% | +42.5% | +56.3% | +73.4% |
| All | +17.7% | -5.4% | +23.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling