-27.2%
JHX vs RIO
+91.0%
-118.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -3.2% | -3.1% | -4.9% |
| 30D | -7.7% | +0.9% | -8.7% | -8.2% |
| 3M | +19.2% | -1.4% | +20.6% | +19.6% |
| 6M | +38.3% | +10.9% | +27.3% | +31.8% |
| YTD | +37.2% | +31.2% | +6.0% | +21.1% |
| 1Y | +42.3% | +67.9% | -25.6% | +12.0% |
| 3Y | -4.4% | +88.8% | -93.2% | -29.1% |
| All | -27.2% | +91.0% | -118.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling