-27.2%
JHX vs RVMD
+576.1%
-603.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -3.0% | -3.3% | -5.9% |
| 30D | -7.7% | -0.7% | -7.0% | -7.8% |
| 3M | +19.2% | +36.5% | -17.4% | +13.7% |
| 6M | +38.3% | +104.6% | -66.3% | +22.9% |
| YTD | +37.2% | +155.8% | -118.6% | +16.8% |
| 1Y | +42.3% | +340.7% | -298.4% | +10.5% |
| 3Y | -4.4% | +519.9% | -524.3% | -32.1% |
| All | -27.2% | +576.1% | -603.3% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling