+7,196.3%
ROST vs JHX
+2,220.4%
+4,975.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -2.5% | -4.9% | +2.4% | -1.5% |
| 30D | -10.3% | -9.3% | -1.0% | -8.6% |
| 3M | -2.6% | +28.1% | -30.7% | -7.7% |
| 6M | +6.5% | +35.2% | -28.7% | -0.7% |
| YTD | +25.9% | +35.9% | -9.9% | +16.8% |
| 1Y | +52.3% | +42.5% | +9.8% | +39.3% |
| 3Y | +94.6% | -4.5% | +99.0% | +82.5% |
| 5Y | +111.1% | -27.1% | +138.2% | +105.8% |
| 10Y | +308.9% | +104.2% | +204.7% | +217.6% |
| All | +7,196.3% | +2,220.4% | +4,975.9% | +4,269.9% |
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