-27.1%
JHX vs RL
+223.8%
-250.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -4.9% | -2.2% | -2.7% | -3.9% |
| 30D | -9.3% | -15.3% | +6.1% | -2.7% |
| 3M | +28.1% | -10.3% | +38.4% | +33.8% |
| 6M | +35.2% | -2.2% | +37.4% | +36.3% |
| YTD | +35.9% | -4.3% | +40.2% | +38.1% |
| 1Y | +42.5% | +8.9% | +33.6% | +37.4% |
| 3Y | -4.5% | +201.4% | -205.9% | -43.5% |
| 5Y | -27.1% | +230.6% | -257.7% | -60.4% |
| All | -27.1% | +223.8% | -250.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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