-5.3%
SYK vs JHX
+44.7%
-50.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +7.8% |
| 7D | +11.7% | +13.3% | -1.6% | +9.3% |
| 30D | +19.1% | +17.1% | +1.9% | +15.9% |
| 3M | +1.4% | +4.1% | -2.7% | +0.5% |
| 6M | +17.4% | +48.5% | -31.0% | +11.7% |
| YTD | -2.5% | +42.3% | -44.8% | -8.3% |
| 1Y | -5.3% | +47.4% | -52.7% | -11.5% |
| All | -5.3% | +44.7% | -50.0% | -11.5% |
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 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