+2,279.7%
JHX vs RMD
+1,858.5%
+421.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +1.6% | -4.7% | +6.3% | +3.3% |
| 30D | -5.0% | +0.2% | -5.2% | -5.1% |
| 3M | +24.5% | +12.0% | +12.4% | +19.2% |
| 6M | +34.9% | -12.5% | +47.4% | +40.5% |
| YTD | +39.3% | -7.9% | +47.3% | +42.0% |
| 1Y | +48.6% | -20.4% | +68.9% | +58.9% |
| 3Y | -2.0% | +53.1% | -55.2% | -19.2% |
| 5Y | -24.4% | -22.1% | -2.3% | -22.7% |
| 10Y | +109.4% | +275.4% | -166.0% | +22.8% |
| All | +2,279.7% | +1,858.5% | +421.2% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling