+205.8%
RSP vs JHX
+106.3%
+99.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -1.9% | -6.3% | +4.4% | -0.3% |
| 30D | -2.8% | -7.7% | +4.9% | -0.9% |
| 3M | +2.8% | +19.2% | -16.3% | -2.0% |
| 6M | +10.2% | +38.3% | -28.1% | +0.2% |
| YTD | +13.1% | +37.2% | -24.1% | +2.7% |
| 1Y | +14.8% | +42.3% | -27.5% | +2.6% |
| 3Y | +52.6% | -4.4% | +57.0% | +39.6% |
| 5Y | +51.6% | -26.4% | +78.0% | +46.2% |
| All | +205.8% | +106.3% | +99.6% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling