+16,706.2%
STX vs JHX
+1,299.8%
+15,406.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.1% |
| 7D | +9.6% | +1.6% | +8.0% | +9.0% |
| 30D | +10.6% | -5.0% | +15.6% | +12.1% |
| 3M | +4.8% | +24.5% | -19.7% | -2.6% |
| 6M | +137.3% | +34.9% | +102.3% | +114.0% |
| YTD | +222.5% | +39.3% | +183.2% | +188.2% |
| 1Y | +366.2% | +48.6% | +317.7% | +304.0% |
| 3Y | +1,352.9% | -2.0% | +1,354.9% | +1,219.2% |
| 5Y | +1,077.4% | -24.4% | +1,101.8% | +1,027.3% |
| 10Y | +3,621.5% | +109.4% | +3,512.1% | +2,381.9% |
| All | +16,706.2% | +1,299.8% | +15,406.3% | +6,531.1% |
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