+123.8%
STX vs JHX
+44.7%
+79.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.3% | -16.4% | -9.1% |
| 7D | -20.2% | +13.3% | -33.5% | -21.7% |
| 30D | -37.2% | +17.1% | -54.3% | -38.8% |
| 3M | -34.1% | +4.1% | -38.1% | -34.3% |
| 6M | -24.5% | +48.5% | -72.9% | -32.4% |
| YTD | +102.9% | +42.3% | +60.7% | +85.7% |
| 1Y | +123.8% | +47.4% | +76.4% | +105.6% |
| All | +123.8% | +44.7% | +79.1% | +105.6% |
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