+18.3%
STM vs JHX
-27.7%
+46.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -1.4% | -6.3% | +4.9% | +1.0% |
| 30D | -4.9% | -7.7% | +2.8% | -2.1% |
| 3M | -34.0% | +19.2% | -53.2% | -38.9% |
| 6M | +51.8% | +38.3% | +13.6% | +31.9% |
| YTD | +99.4% | +37.2% | +62.2% | +73.4% |
| 1Y | +99.1% | +42.3% | +56.8% | +68.7% |
| 3Y | +19.5% | -4.4% | +23.9% | +5.2% |
| All | +18.3% | -27.7% | +46.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling