+42.5%
JHX vs RACE
-13.6%
+56.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.2% |
| 7D | -4.9% | -2.2% | -2.6% | -3.9% |
| 30D | -9.3% | -0.4% | -8.9% | -9.1% |
| 3M | +28.1% | +17.9% | +10.2% | +18.6% |
| 6M | +35.2% | +19.3% | +15.9% | +24.0% |
| YTD | +35.9% | +11.9% | +24.0% | +25.7% |
| 1Y | +42.5% | -12.7% | +55.2% | +33.2% |
| All | +42.5% | -13.6% | +56.1% | +33.2% |
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