+114.6%
ROST vs JHX
-27.7%
+142.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | +0.2% | -6.3% | +6.5% | +1.5% |
| 30D | -6.9% | -7.7% | +0.9% | -5.5% |
| 3M | -3.3% | +19.2% | -22.5% | -7.0% |
| 6M | +9.0% | +38.3% | -29.2% | +1.2% |
| YTD | +28.9% | +37.2% | -8.3% | +19.3% |
| 1Y | +54.0% | +42.3% | +11.7% | +40.7% |
| 3Y | +100.7% | -4.4% | +105.1% | +83.9% |
| All | +114.6% | -27.7% | +142.3% | +126.2% |
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