+87.0%
RF vs JHX
-24.7%
+111.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -0.1% | +1.6% | -1.7% | -0.5% |
| 30D | -4.0% | -5.0% | +1.0% | -2.9% |
| 3M | +5.6% | +24.5% | -18.9% | -0.6% |
| 6M | +13.1% | +34.9% | -21.8% | +3.5% |
| YTD | +13.6% | +39.3% | -25.8% | +2.9% |
| 1Y | +16.0% | +48.6% | -32.6% | +2.8% |
| 3Y | +90.2% | -2.0% | +92.2% | +72.7% |
| 5Y | +87.0% | -24.4% | +111.4% | +87.0% |
| All | +87.0% | -24.7% | +111.7% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling