+2,279.7%
JHX vs RRC
+1,547.2%
+732.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | -5.0% | +3.6% | -8.6% | -5.6% |
| 3M | +24.5% | +8.8% | +15.6% | +22.3% |
| 6M | +34.9% | +0.8% | +34.1% | +33.6% |
| YTD | +39.3% | +19.0% | +20.4% | +33.8% |
| 1Y | +48.6% | +22.9% | +25.6% | +41.4% |
| 3Y | -2.0% | +32.3% | -34.3% | -9.2% |
| 5Y | -24.4% | +151.6% | -176.0% | -40.0% |
| 10Y | +109.4% | +5.5% | +103.9% | +69.1% |
| All | +2,279.7% | +1,547.2% | +732.6% | +1,462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling