-4.4%
JHX vs RGEN
+2.2%
-6.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.8% |
| 6M | +38.3% | +38.5% | -0.3% | +25.4% |
| YTD | +37.2% | +0.8% | +36.4% | +34.4% |
| 1Y | +42.3% | +38.2% | +4.1% | +28.0% |
| 3Y | -4.4% | +1.3% | -5.7% | -3.0% |
| All | -4.4% | +2.2% | -6.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling