+5.0%
SYK vs JHX
-28.4%
+33.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -12.3% | -4.9% | -7.5% | -11.5% |
| 30D | -22.4% | -9.3% | -13.1% | -21.0% |
| 3M | -12.3% | +28.1% | -40.4% | -16.4% |
| 6M | -24.3% | +35.2% | -59.5% | -29.0% |
| YTD | -22.8% | +35.9% | -58.6% | -27.9% |
| 1Y | -28.8% | +42.5% | -71.3% | -34.5% |
| 3Y | -4.0% | -4.5% | +0.5% | -11.7% |
| All | +5.0% | -28.4% | +33.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling