+111.8%
JHX vs RY
+351.1%
-239.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | +13.1% | +5.0% | +8.1% | +8.3% |
| 3M | -10.0% | -5.3% | -4.7% | -5.2% |
| 6M | +38.9% | +13.8% | +25.1% | +23.0% |
| YTD | +34.0% | +21.0% | +13.0% | +12.3% |
| 1Y | +66.0% | +40.5% | +25.5% | +21.2% |
| 3Y | -6.2% | +159.7% | -165.9% | -62.1% |
| 5Y | -31.6% | +124.3% | -155.9% | -68.4% |
| All | +111.8% | +351.1% | -239.3% | -42.0% |
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