+7,285.0%
STRL vs JHX
+106.3%
+7,178.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | +5.0% | -6.3% | +11.4% | +7.5% |
| 30D | -6.9% | -7.7% | +0.8% | -4.2% |
| 3M | -39.1% | +19.2% | -58.2% | -43.4% |
| 6M | +21.5% | +38.3% | -16.8% | +7.4% |
| YTD | +66.9% | +37.2% | +29.7% | +47.8% |
| 1Y | +61.6% | +42.3% | +19.4% | +40.4% |
| 3Y | +560.0% | -4.4% | +564.4% | +505.2% |
| 5Y | +2,238.9% | -26.4% | +2,265.2% | +2,195.8% |
| All | +7,285.0% | +106.3% | +7,178.7% | +4,849.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling