+2,119.0%
STRL vs JHX
-27.7%
+2,146.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.2% |
| 7D | +5.4% | -4.9% | +10.3% | +7.3% |
| 30D | -9.0% | -9.3% | +0.3% | -5.7% |
| 3M | -37.1% | +28.1% | -65.1% | -43.1% |
| 6M | +17.8% | +35.2% | -17.4% | +4.6% |
| YTD | +58.3% | +35.9% | +22.5% | +40.4% |
| 1Y | +61.0% | +42.5% | +18.5% | +39.6% |
| 3Y | +517.8% | -4.5% | +522.3% | +457.0% |
| 5Y | +2,119.0% | -27.1% | +2,146.1% | +2,142.4% |
| All | +2,119.0% | -27.7% | +2,146.7% | +2,142.4% |
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 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