-4.4%
JHX vs RNG
+119.8%
-124.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.3% | -6.1% | -0.2% | -5.4% |
| 30D | -7.7% | +9.6% | -17.4% | -9.1% |
| 3M | +19.2% | +83.3% | -64.2% | +7.9% |
| 6M | +38.3% | +77.9% | -39.7% | +23.9% |
| YTD | +37.2% | +139.9% | -102.7% | +13.7% |
| 1Y | +42.3% | +121.7% | -79.4% | +19.5% |
| 3Y | -4.4% | +121.9% | -126.3% | -22.1% |
| All | -4.4% | +119.8% | -124.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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