+2,188.3%
JHX vs RL
+2,250.9%
-62.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -0.2% | +2.6% | -2.8% | -0.9% |
| 30D | +13.1% | +2.9% | +10.2% | +12.2% |
| 3M | -10.0% | 0.0% | -10.0% | -9.9% |
| 6M | +38.9% | +17.1% | +21.8% | +31.6% |
| YTD | +34.0% | +10.1% | +23.9% | +29.9% |
| 1Y | +66.0% | +17.3% | +48.7% | +57.7% |
| 3Y | -6.2% | +249.3% | -255.6% | -38.9% |
| 5Y | -31.6% | +240.9% | -272.5% | -55.9% |
| 10Y | +116.6% | +337.3% | -220.7% | +19.1% |
| All | +2,188.3% | +2,250.9% | -62.6% | +733.7% |
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