-4.4%
JHX vs RMD
+49.9%
-54.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.3% | -4.4% | -1.9% | -5.2% |
| 30D | -7.7% | -3.1% | -4.6% | -7.0% |
| 3M | +19.2% | +13.8% | +5.4% | +14.7% |
| 6M | +38.3% | -8.6% | +46.9% | +40.9% |
| YTD | +37.2% | -8.6% | +45.8% | +39.2% |
| 1Y | +42.3% | -19.7% | +62.0% | +48.9% |
| 3Y | -4.4% | +48.4% | -52.8% | -16.4% |
| All | -4.4% | +49.9% | -54.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling