+101.6%
JHX vs RMD
+274.3%
-172.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -6.3% | -4.4% | -1.9% | -4.8% |
| 30D | -7.7% | -3.1% | -4.6% | -6.7% |
| 3M | +19.2% | +13.8% | +5.4% | +13.0% |
| 6M | +38.3% | -8.6% | +46.9% | +42.1% |
| YTD | +37.2% | -8.6% | +45.8% | +40.4% |
| 1Y | +42.3% | -19.7% | +62.0% | +52.5% |
| 3Y | -4.4% | +48.4% | -52.8% | -22.5% |
| 5Y | -26.4% | -22.7% | -3.6% | -24.0% |
| All | +101.6% | +274.3% | -172.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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