-2.9%
JHX vs RY
+155.7%
-158.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.2% |
| 7D | +1.6% | -0.5% | +2.1% | +2.1% |
| 30D | -5.0% | -1.9% | -3.1% | -3.5% |
| 3M | +24.5% | +5.1% | +19.3% | +18.4% |
| 6M | +34.9% | +28.2% | +6.7% | +8.0% |
| YTD | +39.3% | +22.9% | +16.5% | +15.1% |
| 1Y | +48.6% | +45.5% | +3.1% | +6.5% |
| All | -2.9% | +155.7% | -158.7% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling