+560.0%
STRL vs JHX
-4.5%
+564.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | +5.0% | -6.3% | +11.4% | +7.4% |
| 30D | -6.9% | -7.7% | +0.8% | -4.3% |
| 3M | -39.1% | +19.2% | -58.2% | -43.2% |
| 6M | +21.5% | +38.3% | -16.8% | +7.7% |
| YTD | +66.9% | +37.2% | +29.7% | +48.5% |
| 1Y | +61.6% | +42.3% | +19.4% | +41.7% |
| 3Y | +560.0% | -4.4% | +564.4% | +489.5% |
| All | +560.0% | -4.5% | +564.5% | +489.5% |
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