-8.0%
BA vs JHX
+56.2%
-64.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | 0.0% |
| 7D | +1.2% | +1.5% | -0.4% | +0.6% |
| 30D | -11.6% | +7.2% | -18.8% | -13.6% |
| 3M | -2.4% | +29.9% | -32.3% | -10.0% |
| 6M | -6.6% | +35.4% | -42.0% | -17.0% |
| YTD | -2.2% | +46.5% | -48.7% | -14.2% |
| 1Y | -8.0% | +55.5% | -63.5% | -18.2% |
| All | -8.0% | +56.2% | -64.3% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling