+101.6%
JHX vs RCAT
-98.5%
+200.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -6.3% | -4.9% | -1.4% | -6.3% |
| 30D | -7.7% | -22.9% | +15.1% | -7.5% |
| 3M | +19.2% | -33.7% | +52.9% | +19.5% |
| 6M | +38.3% | -50.7% | +89.0% | +38.8% |
| YTD | +37.2% | +0.4% | +36.8% | +36.9% |
| 1Y | +42.3% | -27.6% | +69.9% | +42.2% |
| 3Y | -4.4% | +753.2% | -757.6% | -6.6% |
| 5Y | -26.4% | +183.3% | -209.7% | -27.9% |
| All | +101.6% | -98.5% | +200.1% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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