+265.2%
SU vs JHX
+106.3%
+158.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +2.2% | -6.3% | +8.5% | +4.0% |
| 30D | +8.4% | -7.7% | +16.2% | +10.6% |
| 3M | +12.1% | +19.2% | -7.1% | +5.5% |
| 6M | +19.7% | +38.3% | -18.6% | +5.5% |
| YTD | +58.4% | +37.2% | +21.2% | +39.3% |
| 1Y | +67.2% | +42.3% | +25.0% | +43.7% |
| 3Y | +125.0% | -4.4% | +129.4% | +95.4% |
| 5Y | +355.1% | -26.4% | +381.4% | +327.6% |
| All | +265.2% | +106.3% | +158.9% | +105.5% |
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