+1,640.6%
JHX vs RCAT
-100.0%
+1,740.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.7% |
| 7D | +4.5% | +5.4% | -0.9% | +4.5% |
| 30D | -1.2% | -5.6% | +4.4% | -1.2% |
| 3M | +32.8% | -30.2% | +63.0% | +32.8% |
| 6M | +41.2% | -43.4% | +84.6% | +41.2% |
| YTD | +43.9% | +9.6% | +34.3% | +43.8% |
| 1Y | +48.0% | -2.0% | +50.0% | +48.0% |
| 3Y | +1.2% | +825.0% | -823.8% | +0.9% |
| 5Y | -22.6% | +199.8% | -222.4% | -22.8% |
| 10Y | +111.5% | -98.4% | +209.9% | +113.9% |
| All | +1,640.6% | -100.0% | +1,740.6% | +1,814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling