+42.3%
JHX vs RGEN
+38.7%
+3.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.3% | -1.4% | -4.9% | -5.9% |
| 30D | -7.7% | -0.3% | -7.4% | -7.8% |
| 3M | +19.2% | +23.9% | -4.7% | +10.7% |
| 6M | +38.3% | +38.5% | -0.3% | +22.9% |
| YTD | +37.2% | +0.8% | +36.4% | +29.5% |
| 1Y | +42.3% | +38.2% | +4.1% | +31.8% |
| All | +42.3% | +38.7% | +3.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling