-2.9%
JHX vs ROIV
+230.5%
-233.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +1.6% | +22.3% | -20.7% | -3.5% |
| 30D | -5.0% | +16.9% | -21.8% | -8.9% |
| 3M | +24.5% | +43.9% | -19.5% | +13.0% |
| 6M | +34.9% | +41.6% | -6.7% | +22.6% |
| YTD | +39.3% | +92.7% | -53.3% | +17.9% |
| 1Y | +48.6% | +210.2% | -161.6% | +11.3% |
| All | -2.9% | +230.5% | -233.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling