+101.6%
JHX vs RACE
+844.0%
-742.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | -6.3% | +0.9% | -7.3% | -6.8% |
| 30D | -7.7% | +1.6% | -9.4% | -8.5% |
| 3M | +19.2% | +13.2% | +6.0% | +11.5% |
| 6M | +38.3% | +22.9% | +15.4% | +24.2% |
| YTD | +37.2% | +13.3% | +23.9% | +28.0% |
| 1Y | +42.3% | -12.7% | +55.0% | +49.2% |
| 3Y | -4.4% | +40.3% | -44.7% | -24.3% |
| 5Y | -26.4% | +96.5% | -122.9% | -51.9% |
| All | +101.6% | +844.0% | -742.3% | -23.9% |
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