-27.2%
JHX vs RBA
+39.4%
-66.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | +19.2% | -20.9% | +40.1% | +29.3% |
| 6M | +38.3% | -17.7% | +55.9% | +47.7% |
| YTD | +37.2% | -18.2% | +55.4% | +45.8% |
| 1Y | +42.3% | -29.1% | +71.4% | +59.6% |
| 3Y | -4.4% | +29.5% | -33.9% | -15.2% |
| All | -27.2% | +39.4% | -66.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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