+111.8%
JHX vs RACE
+729.2%
-617.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.1% |
| 7D | -0.2% | -1.2% | +1.0% | +0.5% |
| 30D | +13.1% | +6.1% | +7.0% | +9.8% |
| 3M | -10.0% | -0.3% | -9.7% | -9.8% |
| 6M | +38.9% | +23.4% | +15.5% | +24.3% |
| YTD | +34.0% | +12.5% | +21.4% | +25.5% |
| 1Y | +66.0% | -0.5% | +66.4% | +65.1% |
| 3Y | -6.2% | +23.6% | -29.9% | -20.5% |
| 5Y | -31.6% | +65.4% | -97.0% | -51.3% |
| All | +111.8% | +729.2% | -617.4% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling