+194.9%
RF vs JHX
+2,188.3%
-1,993.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +7.3% | +13.1% | -5.8% | +2.6% |
| 3M | -7.9% | -10.0% | +2.1% | -5.1% |
| 6M | +10.5% | +38.9% | -28.4% | -3.0% |
| YTD | +9.6% | +34.0% | -24.3% | -3.7% |
| 1Y | +20.3% | +66.0% | -45.7% | -2.1% |
| 3Y | +119.5% | -6.2% | +125.8% | +98.8% |
| 5Y | +48.2% | -31.6% | +79.8% | +45.2% |
| 10Y | +234.3% | +116.6% | +117.7% | +105.6% |
| All | +194.9% | +2,188.3% | -1,993.4% | -5.3% |
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