+302.0%
TRV vs JHX
+106.3%
+195.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +1.9% | -6.3% | +8.2% | +3.1% |
| 30D | +1.7% | -7.7% | +9.5% | +3.1% |
| 3M | +23.9% | +19.2% | +4.7% | +19.4% |
| 6M | +26.3% | +38.3% | -12.0% | +17.3% |
| YTD | +30.8% | +37.2% | -6.4% | +21.3% |
| 1Y | +36.3% | +42.3% | -6.0% | +24.9% |
| 3Y | +145.0% | -4.4% | +149.4% | +126.8% |
| 5Y | +163.9% | -26.4% | +190.3% | +157.3% |
| All | +302.0% | +106.3% | +195.8% | +169.7% |
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