+210.1%
STM vs JHX
+2,357.9%
-2,147.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +5.2% | +4.5% | +0.7% | +3.6% |
| 30D | -7.4% | -1.2% | -6.1% | -7.1% |
| 3M | -30.6% | +32.8% | -63.4% | -37.8% |
| 6M | +66.4% | +41.2% | +25.2% | +45.2% |
| YTD | +101.1% | +43.9% | +57.2% | +74.1% |
| 1Y | +97.4% | +48.0% | +49.3% | +67.2% |
| 3Y | +21.1% | +1.2% | +20.0% | +9.0% |
| 5Y | +22.5% | -22.6% | +45.1% | +18.5% |
| 10Y | +657.6% | +111.5% | +546.1% | +401.5% |
| All | +210.1% | +2,357.9% | -2,147.8% | +29.1% |
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