+23.6%
SYY vs JHX
-27.7%
+51.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +3.9% | -6.3% | +10.3% | +4.8% |
| 30D | -1.7% | -7.7% | +6.0% | -0.8% |
| 3M | +5.2% | +19.2% | -14.0% | +2.3% |
| 6M | -0.2% | +38.3% | -38.5% | -5.5% |
| YTD | +15.4% | +37.2% | -21.8% | +9.2% |
| 1Y | +5.6% | +42.3% | -36.7% | -0.8% |
| 3Y | +28.9% | -4.4% | +33.3% | +21.2% |
| All | +23.6% | -27.7% | +51.2% | +28.8% |
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