-4.4%
JHX vs RVMD
+537.4%
-541.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -3.0% | -3.3% | -6.0% |
| 30D | -7.7% | -0.7% | -7.0% | -7.8% |
| 3M | +19.2% | +36.5% | -17.4% | +14.4% |
| 6M | +38.3% | +104.6% | -66.3% | +24.8% |
| YTD | +37.2% | +155.8% | -118.6% | +19.1% |
| 1Y | +42.3% | +340.7% | -298.4% | +12.7% |
| 3Y | -4.4% | +519.9% | -524.3% | -28.4% |
| All | -4.4% | +537.4% | -541.8% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling