+55.5%
JHX vs RACE
-16.2%
+71.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.5% |
| 7D | +1.5% | -2.5% | +4.1% | +2.8% |
| 30D | +7.2% | +0.8% | +6.4% | +6.8% |
| 3M | +29.9% | +17.2% | +12.8% | +20.9% |
| 6M | +35.4% | +13.6% | +21.8% | +25.6% |
| YTD | +46.5% | +12.2% | +34.2% | +35.4% |
| 1Y | +55.5% | -16.3% | +71.8% | +45.7% |
| All | +55.5% | -16.2% | +71.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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