+262.6%
JHX vs RNG
+302.4%
-39.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -4.9% | -9.6% | +4.7% | -3.5% |
| 30D | -9.3% | +8.8% | -18.1% | -10.5% |
| 3M | +28.1% | +78.6% | -50.5% | +16.6% |
| 6M | +35.2% | +70.3% | -35.1% | +22.6% |
| YTD | +35.9% | +140.3% | -104.5% | +15.1% |
| 1Y | +42.5% | +126.6% | -84.1% | +21.5% |
| 3Y | -4.5% | +120.2% | -124.7% | -20.2% |
| 5Y | -27.1% | -68.3% | +41.2% | -25.4% |
| 10Y | +104.2% | +220.6% | -116.4% | +48.2% |
| All | +262.6% | +302.4% | -39.8% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling