+207.3%
RF vs JHX
+2,357.9%
-2,150.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.6% |
| 7D | +2.7% | +4.5% | -1.9% | +1.1% |
| 30D | -3.4% | -1.2% | -2.1% | -3.1% |
| 3M | +6.4% | +32.8% | -26.4% | -4.4% |
| 6M | +13.4% | +41.2% | -27.8% | -1.3% |
| YTD | +14.2% | +43.9% | -29.7% | -1.6% |
| 1Y | +15.7% | +48.0% | -32.3% | -2.2% |
| 3Y | +91.3% | +1.2% | +90.2% | +68.5% |
| 5Y | +89.8% | -22.6% | +112.4% | +78.5% |
| 10Y | +336.7% | +111.5% | +225.2% | +171.6% |
| All | +207.3% | +2,357.9% | -2,150.6% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling