-27.9%
JHX vs RRC
+146.6%
-174.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | -9.3% | +3.0% | -12.3% | -9.7% |
| 3M | +28.1% | +7.3% | +20.8% | +26.4% |
| 6M | +35.2% | +3.6% | +31.6% | +33.3% |
| YTD | +35.9% | +19.4% | +16.5% | +30.2% |
| 1Y | +42.5% | +21.4% | +21.1% | +35.8% |
| 3Y | -4.5% | +32.8% | -37.2% | -11.8% |
| All | -27.9% | +146.6% | -174.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling