+43,569.6%
STRL vs JHX
+2,357.9%
+41,211.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.7% |
| 7D | +10.1% | +4.5% | +5.6% | +8.8% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | -43.7% | +32.8% | -76.5% | -48.2% |
| 6M | +27.1% | +41.2% | -14.1% | +15.2% |
| YTD | +64.0% | +43.9% | +20.1% | +47.9% |
| 1Y | +75.2% | +48.0% | +27.1% | +56.0% |
| 3Y | +539.9% | +1.2% | +538.7% | +497.6% |
| 5Y | +2,133.0% | -22.6% | +2,155.6% | +2,091.3% |
| 10Y | +7,178.3% | +111.5% | +7,066.8% | +5,270.2% |
| All | +43,569.6% | +2,357.9% | +41,211.7% | +20,557.3% |
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