+279.2%
RTX vs JHX
+106.3%
+173.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -1.5% | -6.3% | +4.8% | -0.1% |
| 30D | -11.0% | -7.7% | -3.2% | -9.4% |
| 3M | +7.7% | +19.2% | -11.5% | +2.8% |
| 6M | -3.9% | +38.3% | -42.2% | -12.1% |
| YTD | +9.0% | +37.2% | -28.2% | -0.6% |
| 1Y | +27.3% | +42.3% | -15.0% | +14.4% |
| 3Y | +172.9% | -4.4% | +177.3% | +145.9% |
| 5Y | +165.2% | -26.4% | +191.5% | +154.4% |
| All | +279.2% | +106.3% | +173.0% | +129.4% |
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