+55.5%
JHX vs RRC
+23.4%
+32.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.4% |
| 7D | +1.5% | +1.3% | +0.2% | +1.8% |
| 30D | +7.2% | +10.1% | -3.0% | +8.9% |
| 3M | +29.9% | +4.0% | +25.9% | +31.3% |
| 6M | +35.4% | +1.6% | +33.8% | +35.3% |
| YTD | +46.5% | +19.7% | +26.7% | +43.3% |
| 1Y | +55.5% | +21.4% | +34.1% | +56.8% |
| All | +55.5% | +23.4% | +32.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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