+42.5%
JHX vs ROIV
+203.5%
-161.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | -4.9% | +19.0% | -23.8% | -8.2% |
| 30D | -9.3% | +16.1% | -25.4% | -12.3% |
| 3M | +28.1% | +44.1% | -16.0% | +17.2% |
| 6M | +35.2% | +37.8% | -2.6% | +23.5% |
| YTD | +35.9% | +88.7% | -52.8% | +21.8% |
| 1Y | +42.5% | +197.3% | -154.8% | +35.1% |
| All | +42.5% | +203.5% | -161.0% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling