+15.7%
RF vs JHX
+56.2%
-40.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.6% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | -3.6% | +7.2% | -10.8% | -5.0% |
| 3M | +8.1% | +29.9% | -21.8% | +2.3% |
| 6M | +11.5% | +35.4% | -23.9% | +3.4% |
| YTD | +15.6% | +46.5% | -30.9% | +5.8% |
| 1Y | +15.7% | +55.5% | -39.8% | +7.1% |
| All | +15.7% | +56.2% | -40.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling