+51.4%
RSP vs JHX
-5.4%
+56.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -3.1% | -4.9% | +1.7% | -2.5% |
| 30D | -3.4% | -9.3% | +5.9% | -2.1% |
| 3M | +3.6% | +28.1% | -24.5% | -0.1% |
| 6M | +9.0% | +35.2% | -26.2% | +3.8% |
| YTD | +12.2% | +35.9% | -23.7% | +6.7% |
| 1Y | +15.6% | +42.5% | -27.0% | +8.9% |
| All | +51.4% | -5.4% | +56.8% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling