+43.3%
JHX vs RVMD
+620.8%
-577.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -4.9% | -3.6% | -1.3% | -4.3% |
| 30D | -9.3% | -1.1% | -8.2% | -9.3% |
| 3M | +28.1% | +41.0% | -13.0% | +21.3% |
| 6M | +35.2% | +105.7% | -70.5% | +19.0% |
| YTD | +35.9% | +155.3% | -119.4% | +14.3% |
| 1Y | +42.5% | +402.7% | -360.2% | +6.5% |
| 3Y | -4.5% | +533.1% | -537.6% | -33.9% |
| 5Y | -27.1% | +583.5% | -610.6% | -53.5% |
| All | +43.3% | +620.8% | -577.6% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling