-25.9%
STRL vs JHX
+44.7%
-70.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +8.3% | -29.7% | -24.5% |
| 7D | -27.1% | +13.3% | -40.3% | -31.7% |
| 30D | -45.8% | +17.1% | -62.9% | -50.2% |
| 3M | -47.6% | +4.1% | -51.7% | -49.1% |
| 6M | -46.4% | +48.5% | -94.9% | -58.3% |
| YTD | -7.4% | +42.3% | -49.6% | -25.1% |
| 1Y | -25.9% | +47.4% | -73.2% | -40.4% |
| All | -25.9% | +44.7% | -70.6% | -40.4% |
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