+134.5%
JHX vs RUN
-33.9%
+168.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -4.9% | -3.4% | -1.5% | -4.5% |
| 30D | -9.3% | -14.0% | +4.7% | -7.6% |
| 3M | +28.1% | -27.5% | +55.6% | +33.0% |
| 6M | +35.2% | -29.0% | +64.2% | +40.3% |
| YTD | +35.9% | -53.1% | +89.0% | +46.0% |
| 1Y | +42.5% | -46.7% | +89.2% | +49.3% |
| 3Y | -4.5% | -38.3% | +33.8% | -14.2% |
| 5Y | -27.1% | -80.7% | +53.6% | -28.9% |
| 10Y | +104.2% | +42.4% | +61.8% | +39.9% |
| All | +134.5% | -33.9% | +168.4% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling