-31.4%
JHX vs RBA
+45.7%
-77.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +13.1% | +8.3% | +4.8% | +9.7% |
| 3M | -10.0% | +10.5% | -20.6% | -13.6% |
| 6M | +38.9% | -5.9% | +44.8% | +40.9% |
| YTD | +34.0% | -6.9% | +40.8% | +35.4% |
| 1Y | +66.0% | -4.9% | +70.8% | +66.2% |
| 3Y | -6.2% | +64.5% | -70.7% | -23.6% |
| All | -31.4% | +45.7% | -77.1% | -42.3% |
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