-10.1%
RIG vs JHX
+37.1%
-47.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.6% |
| 7D | -3.1% | -6.3% | +3.2% | -4.2% |
| 30D | -0.5% | -7.7% | +7.2% | -1.7% |
| 3M | -6.0% | +19.2% | -25.1% | -2.2% |
| 6M | -10.1% | +38.3% | -48.4% | -4.0% |
| All | -10.1% | +37.1% | -47.2% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling