+2,401.5%
JHX vs RY
+3,645.3%
-1,243.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +1.5% | +3.1% | -1.6% | -0.5% |
| 30D | +7.2% | -0.3% | +7.5% | +7.3% |
| 3M | +29.9% | +8.7% | +21.3% | +22.8% |
| 6M | +35.4% | +28.5% | +6.8% | +15.1% |
| YTD | +46.5% | +25.1% | +21.3% | +26.6% |
| 1Y | +55.5% | +46.3% | +9.2% | +21.5% |
| 3Y | -0.4% | +154.9% | -155.4% | -46.0% |
| 5Y | -23.3% | +140.3% | -163.6% | -56.6% |
| 10Y | +111.1% | +377.0% | -265.9% | -19.4% |
| All | +2,401.5% | +3,645.3% | -1,243.8% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling