-5.3%
JHX vs RVTY
+13.9%
-19.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.5% |
| 7D | -4.9% | -7.4% | +2.6% | -1.7% |
| 30D | -9.3% | +4.5% | -13.8% | -11.1% |
| 3M | +28.1% | +19.5% | +8.6% | +18.4% |
| 6M | +35.2% | +34.1% | +1.1% | +18.9% |
| YTD | +35.9% | +25.3% | +10.6% | +21.8% |
| 1Y | +42.5% | +47.0% | -4.5% | +19.8% |
| All | -5.3% | +13.9% | -19.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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