-16.2%
BA vs JHX
-4.9%
-11.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.2% |
| 30D | -7.1% | +13.1% | -20.2% | -9.8% |
| 3M | -25.5% | -10.0% | -15.5% | -24.1% |
| 6M | -28.7% | +38.9% | -67.7% | -33.6% |
| YTD | -21.0% | +34.0% | -55.0% | -26.4% |
| 1Y | -11.9% | +66.0% | -77.8% | -20.8% |
| 3Y | -16.2% | -6.2% | -9.9% | -20.3% |
| All | -16.2% | -4.9% | -11.2% | -20.3% |
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