+54.9%
JHX vs RVMD
+203.5%
-148.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.0% | +8.1% | -2.2% |
| 7D | +6.4% | -6.6% | +13.0% | +6.9% |
| 30D | +12.3% | -11.1% | +23.4% | +13.0% |
| 3M | +1.1% | -10.0% | +11.0% | +1.5% |
| 6M | +42.2% | +20.7% | +21.6% | +40.5% |
| YTD | +38.1% | +123.0% | -84.9% | +38.1% |
| 1Y | +54.9% | +199.4% | -144.5% | +51.4% |
| All | +54.9% | +203.5% | -148.6% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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