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  • RSP vs JHX✓SelectedUSD · JHXRSP vs JHX performance historyLatest closeAs of-0.96%09/09
Stock and ETF performance explorer

RSP vs JHX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,103.3%
JHX return
+1,139.9%
Excess return
-36.6%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJHXExcessAlpha
1D-1.0%-3.2%+2.2%-0.2%
7D-1.8%+1.6%-3.4%-2.2%
30D-2.5%-5.0%+2.5%-1.4%
3M+3.0%+24.5%-21.4%-2.8%
6M+8.9%+34.9%-26.0%0.0%
YTD+13.0%+39.3%-26.4%+2.6%
1Y+16.2%+48.6%-32.3%+3.3%
3Y+52.7%-2.0%+54.7%+40.6%
5Y+50.5%-24.4%+74.9%+44.3%
10Y+209.8%+109.4%+100.4%+118.3%
All+1,103.3%+1,139.9%-36.6%+409.4%

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 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