+4.6%
JHX vs ROIV
+276.5%
-271.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | +13.1% | +17.6% | -4.5% | +10.8% |
| 3M | -10.0% | +9.0% | -19.0% | -11.3% |
| 6M | +38.9% | +35.3% | +3.6% | +33.0% |
| YTD | +34.0% | +82.2% | -48.2% | +23.6% |
| 1Y | +66.0% | +92.3% | -26.3% | +52.1% |
| 3Y | -6.2% | +336.8% | -343.0% | -21.9% |
| 5Y | -31.6% | +370.6% | -402.2% | -47.2% |
| All | +4.6% | +276.5% | -271.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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