+3,343.4%
STX vs JHX
+106.3%
+3,237.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.0% |
| 7D | -2.3% | -6.3% | +4.1% | -0.5% |
| 30D | -5.5% | -7.7% | +2.3% | -3.4% |
| 3M | -4.3% | +19.2% | -23.5% | -10.0% |
| 6M | +115.6% | +38.3% | +77.3% | +92.7% |
| YTD | +202.2% | +37.2% | +165.0% | +170.8% |
| 1Y | +325.3% | +42.3% | +283.0% | +272.2% |
| 3Y | +1,283.9% | -4.4% | +1,288.3% | +1,152.0% |
| 5Y | +1,048.3% | -26.4% | +1,074.7% | +999.0% |
| All | +3,343.4% | +106.3% | +3,237.2% | +2,107.4% |
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 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