-27.2%
JHX vs RVTY
-33.1%
+5.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.2% |
| 7D | -6.3% | -4.5% | -1.8% | -4.4% |
| 30D | -7.7% | +5.5% | -13.2% | -10.0% |
| 3M | +19.2% | +22.5% | -3.4% | +8.5% |
| 6M | +38.3% | +38.9% | -0.6% | +19.0% |
| YTD | +37.2% | +28.7% | +8.5% | +21.1% |
| 1Y | +42.3% | +45.5% | -3.2% | +18.8% |
| 3Y | -4.4% | +16.4% | -20.8% | -15.2% |
| All | -27.2% | -33.1% | +5.9% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling