+55.5%
JHX vs ROP
-21.5%
+77.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.1% | +2.7% |
| 7D | +1.5% | -4.4% | +6.0% | +1.6% |
| 30D | +7.2% | +3.2% | +3.9% | +7.1% |
| 3M | +29.9% | +23.1% | +6.9% | +29.5% |
| 6M | +35.4% | +13.3% | +22.1% | +35.0% |
| YTD | +46.5% | -7.9% | +54.3% | +53.5% |
| 1Y | +55.5% | -22.1% | +77.6% | +60.1% |
| All | +55.5% | -21.5% | +77.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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