+2,357.9%
JHX vs ROP
+2,170.3%
+187.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.4% |
| 7D | +4.5% | -5.4% | +9.9% | +7.2% |
| 30D | -1.2% | -1.6% | +0.4% | -0.6% |
| 3M | +32.8% | +18.8% | +13.9% | +21.6% |
| 6M | +41.2% | +8.2% | +33.0% | +34.2% |
| YTD | +43.9% | -10.5% | +54.4% | +48.2% |
| 1Y | +48.0% | -23.7% | +71.8% | +64.4% |
| 3Y | +1.2% | -17.9% | +19.0% | +8.0% |
| 5Y | -22.6% | -15.3% | -7.3% | -18.8% |
| 10Y | +111.5% | +133.4% | -21.9% | +41.4% |
| All | +2,357.9% | +2,170.3% | +187.6% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling