+25.1%
RF vs JHX
+44.7%
-19.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.3% | -6.8% | -0.1% |
| 7D | +2.3% | +13.3% | -11.0% | -0.3% |
| 30D | +7.2% | +17.1% | -9.9% | +3.9% |
| 3M | -8.2% | +4.1% | -12.3% | -9.3% |
| 6M | +7.0% | +48.5% | -41.5% | -2.2% |
| YTD | +10.3% | +42.3% | -32.0% | +1.7% |
| 1Y | +25.1% | +47.4% | -22.3% | +14.3% |
| All | +25.1% | +44.7% | -19.6% | +14.3% |
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