+4,051.3%
RCL vs JHX
+2,220.4%
+1,830.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | -2.5% | -4.9% | +2.4% | -0.4% |
| 30D | -15.7% | -9.3% | -6.4% | -12.3% |
| 3M | -3.6% | +28.1% | -31.7% | -13.8% |
| 6M | -8.7% | +35.2% | -43.9% | -20.5% |
| YTD | -6.2% | +35.9% | -42.0% | -18.9% |
| 1Y | -22.9% | +42.5% | -65.4% | -35.2% |
| 3Y | +173.6% | -4.5% | +178.1% | +143.1% |
| 5Y | +226.6% | -27.1% | +253.7% | +222.0% |
| 10Y | +341.2% | +104.2% | +237.0% | +174.4% |
| All | +4,051.3% | +2,220.4% | +1,830.9% | +864.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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