+34.9%
JHX vs RVTY
+37.8%
-2.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -1.7% |
| 7D | +1.6% | -5.4% | +7.0% | +4.9% |
| 30D | -5.0% | +6.7% | -11.7% | -8.8% |
| 3M | +24.5% | +19.0% | +5.4% | +10.9% |
| 6M | +34.9% | +34.6% | +0.3% | +8.1% |
| All | +34.9% | +37.8% | -2.9% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling