+2,401.5%
JHX vs RL
+2,031.2%
+370.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +1.9% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +7.2% | -7.8% | +14.9% | +9.9% |
| 3M | +29.9% | -4.0% | +33.9% | +31.5% |
| 6M | +35.4% | -1.9% | +37.3% | +36.2% |
| YTD | +46.5% | -0.2% | +46.6% | +46.5% |
| 1Y | +55.5% | +10.7% | +44.9% | +50.2% |
| 3Y | -0.4% | +210.8% | -211.2% | -32.6% |
| 5Y | -23.3% | +238.2% | -261.5% | -50.5% |
| 10Y | +111.1% | +313.4% | -202.2% | +18.1% |
| All | +2,401.5% | +2,031.2% | +370.3% | +839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling