-27.2%
JHX vs RUN
-81.0%
+53.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -6.3% | -3.7% | -2.6% | -5.9% |
| 30D | -7.7% | -13.0% | +5.3% | -6.2% |
| 3M | +19.2% | -31.8% | +51.0% | +24.5% |
| 6M | +38.3% | -32.2% | +70.5% | +44.2% |
| YTD | +37.2% | -53.5% | +90.7% | +47.2% |
| 1Y | +42.3% | -46.5% | +88.8% | +48.8% |
| 3Y | -4.4% | -37.6% | +33.2% | -14.6% |
| All | -27.2% | -81.0% | +53.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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