+99.6%
JHX vs RY
+377.5%
-277.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -4.9% | -2.9% | -2.0% | -2.2% |
| 30D | -9.3% | -2.0% | -7.3% | -7.7% |
| 3M | +28.1% | +4.9% | +23.2% | +22.1% |
| 6M | +35.2% | +26.1% | +9.1% | +9.1% |
| YTD | +35.9% | +22.4% | +13.5% | +12.4% |
| 1Y | +42.5% | +44.7% | -2.2% | +1.0% |
| 3Y | -4.5% | +155.7% | -160.1% | -61.0% |
| 5Y | -27.1% | +137.7% | -164.8% | -68.3% |
| All | +99.6% | +377.5% | -277.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling