+89.7%
RF vs JHX
-3.0%
+92.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.5% |
| 30D | -4.0% | -5.0% | +1.0% | -3.2% |
| 3M | +5.6% | +24.5% | -18.9% | +0.7% |
| 6M | +13.1% | +34.9% | -21.8% | +5.5% |
| YTD | +13.6% | +39.3% | -25.8% | +5.1% |
| 1Y | +16.0% | +48.6% | -32.6% | +5.7% |
| All | +89.7% | -3.0% | +92.6% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling