+2,357.9%
JHX vs RBA
+2,793.7%
-435.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.1% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | -1.2% | -13.2% | +12.0% | +3.5% |
| 3M | +32.8% | -21.4% | +54.1% | +43.3% |
| 6M | +41.2% | -20.9% | +62.1% | +52.1% |
| YTD | +43.9% | -19.9% | +63.8% | +53.5% |
| 1Y | +48.0% | -28.7% | +76.7% | +64.3% |
| 3Y | +1.2% | +27.4% | -26.2% | -8.7% |
| 5Y | -22.6% | +41.7% | -64.3% | -34.4% |
| 10Y | +111.5% | +189.6% | -78.1% | +35.5% |
| All | +2,357.9% | +2,793.7% | -435.8% | +1,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling