-4.4%
JHX vs RJF
+69.0%
-73.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -2.7% | -3.6% | -5.1% |
| 30D | -7.7% | -4.3% | -3.5% | -5.9% |
| 3M | +19.2% | +15.7% | +3.4% | +10.9% |
| 6M | +38.3% | +17.8% | +20.5% | +27.4% |
| YTD | +37.2% | +9.2% | +28.0% | +29.9% |
| 1Y | +42.3% | +2.8% | +39.5% | +38.4% |
| 3Y | -4.4% | +69.5% | -73.9% | -29.2% |
| All | -4.4% | +69.0% | -73.4% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling