+2,279.7%
JHX vs RGEN
+7,759.5%
-5,479.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | +1.6% | -4.6% | +6.1% | +2.1% |
| 30D | -5.0% | +1.2% | -6.1% | -5.1% |
| 3M | +24.5% | +26.8% | -2.4% | +21.1% |
| 6M | +34.9% | +29.1% | +5.8% | +30.9% |
| YTD | +39.3% | +0.7% | +38.6% | +38.6% |
| 1Y | +48.6% | +39.1% | +9.5% | +42.6% |
| 3Y | -2.0% | +2.2% | -4.3% | -4.4% |
| 5Y | -24.4% | -44.0% | +19.6% | -23.7% |
| 10Y | +109.4% | +412.7% | -303.3% | +77.2% |
| All | +2,279.7% | +7,759.5% | -5,479.8% | +1,578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling