+47.4%
JHX vs RJF
+7.8%
+39.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +3.9% | +6.6% |
| 7D | +13.3% | +7.2% | +6.1% | +10.5% |
| 30D | +17.1% | +4.9% | +12.2% | +15.1% |
| 3M | +4.1% | -5.5% | +9.6% | +5.6% |
| 6M | +48.5% | +8.0% | +40.5% | +45.2% |
| YTD | +42.3% | +6.2% | +36.1% | +34.7% |
| 1Y | +47.4% | +7.8% | +39.6% | +39.2% |
| All | +47.4% | +7.8% | +39.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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