+101.6%
JHX vs RMBS
+566.4%
-464.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -6.3% | +1.8% | -8.1% | -6.8% |
| 30D | -7.7% | -13.9% | +6.2% | -4.2% |
| 3M | +19.2% | -39.8% | +59.0% | +34.0% |
| 6M | +38.3% | -6.0% | +44.3% | +33.4% |
| YTD | +37.2% | -5.4% | +42.6% | +29.4% |
| 1Y | +42.3% | -1.8% | +44.1% | +28.5% |
| 3Y | -4.4% | +53.7% | -58.1% | -32.9% |
| 5Y | -26.4% | +268.5% | -294.9% | -65.9% |
| All | +101.6% | +566.4% | -464.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling