+2,279.7%
JHX vs RVTY
+442.0%
+1,837.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.4% |
| 7D | +1.6% | -5.4% | +7.0% | +3.4% |
| 30D | -5.0% | +6.7% | -11.7% | -7.0% |
| 3M | +24.5% | +19.0% | +5.4% | +17.6% |
| 6M | +34.9% | +34.6% | +0.3% | +22.6% |
| YTD | +39.3% | +28.3% | +11.1% | +28.0% |
| 1Y | +48.6% | +46.0% | +2.5% | +30.9% |
| 3Y | -2.0% | +16.9% | -18.9% | -9.4% |
| 5Y | -24.4% | -32.9% | +8.5% | -18.8% |
| 10Y | +109.4% | +141.6% | -32.2% | +56.4% |
| All | +2,279.7% | +442.0% | +1,837.7% | +1,335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling