+2,279.7%
JHX vs RMBS
+813.0%
+1,466.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +1.6% | +3.5% | -1.9% | +1.1% |
| 30D | -5.0% | -8.6% | +3.6% | -4.0% |
| 3M | +24.5% | -40.3% | +64.8% | +32.0% |
| 6M | +34.9% | -1.0% | +35.9% | +32.7% |
| YTD | +39.3% | -4.6% | +43.9% | +36.7% |
| 1Y | +48.6% | +17.6% | +31.0% | +40.2% |
| 3Y | -2.0% | +58.6% | -60.7% | -13.6% |
| 5Y | -24.4% | +270.9% | -295.3% | -40.2% |
| 10Y | +109.4% | +569.1% | -459.6% | +53.7% |
| All | +2,279.7% | +813.0% | +1,466.7% | +1,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling