+55.5%
JHX vs RVMD
+430.6%
-375.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.5% |
| 30D | +7.2% | +6.4% | +0.7% | +6.7% |
| 3M | +29.9% | +34.9% | -5.0% | +27.4% |
| 6M | +35.4% | +107.6% | -72.2% | +29.4% |
| YTD | +46.5% | +163.7% | -117.2% | +41.6% |
| 1Y | +55.5% | +439.2% | -383.7% | +39.0% |
| All | +55.5% | +430.6% | -375.1% | +39.0% |
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