+1,283.9%
STX vs JHX
-4.5%
+1,288.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.9% |
| 7D | -2.3% | -6.3% | +4.1% | -1.2% |
| 30D | -5.5% | -7.7% | +2.3% | -4.2% |
| 3M | -4.3% | +19.2% | -23.5% | -8.0% |
| 6M | +115.6% | +38.3% | +77.3% | +100.2% |
| YTD | +202.2% | +37.2% | +165.0% | +181.6% |
| 1Y | +325.3% | +42.3% | +283.0% | +291.0% |
| 3Y | +1,283.9% | -4.4% | +1,288.3% | +1,181.2% |
| All | +1,283.9% | -4.5% | +1,288.4% | +1,181.2% |
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