+338.0%
RF vs JHX
+106.3%
+231.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -1.0% | -6.3% | +5.4% | +1.2% |
| 30D | -3.7% | -7.7% | +4.1% | -1.2% |
| 3M | +5.3% | +19.2% | -13.8% | -1.6% |
| 6M | +17.2% | +38.3% | -21.0% | +2.6% |
| YTD | +14.5% | +37.2% | -22.7% | 0.0% |
| 1Y | +15.9% | +42.3% | -26.3% | -0.9% |
| 3Y | +91.2% | -4.4% | +95.6% | +69.4% |
| 5Y | +90.0% | -26.4% | +116.4% | +83.1% |
| All | +338.0% | +106.3% | +231.7% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling