-32.2%
JHX vs ROIV
+413.4%
-445.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.4% | -2.4% |
| 7D | -3.8% | +9.2% | -13.0% | -5.0% |
| 30D | +11.7% | +19.9% | -8.2% | +9.0% |
| 3M | -10.7% | +10.6% | -21.3% | -12.3% |
| 6M | +36.5% | +36.1% | +0.4% | +30.1% |
| YTD | +32.8% | +84.3% | -51.5% | +21.6% |
| 1Y | +62.5% | +87.6% | -25.1% | +48.3% |
| 3Y | -5.7% | +353.9% | -359.6% | -22.9% |
| 5Y | -32.2% | +376.1% | -408.3% | -50.0% |
| All | -32.2% | +413.4% | -445.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling