-32.2%
JHX vs RY
+125.1%
-157.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.7% |
| 7D | -3.8% | -0.5% | -3.3% | -3.3% |
| 30D | +11.7% | +4.7% | +7.0% | +7.5% |
| 3M | -10.7% | -4.5% | -6.2% | -6.9% |
| 6M | +36.5% | +12.5% | +24.0% | +22.7% |
| YTD | +32.8% | +21.1% | +11.7% | +12.0% |
| 1Y | +62.5% | +38.6% | +23.9% | +22.0% |
| 3Y | -5.7% | +160.2% | -165.9% | -60.1% |
| 5Y | -32.2% | +124.7% | -156.9% | -66.5% |
| All | -32.2% | +125.1% | -157.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling