-2.2%
BA vs JHX
-3.0%
+0.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.4% |
| 7D | -1.2% | +1.6% | -2.8% | -1.5% |
| 30D | -11.3% | -5.0% | -6.3% | -10.4% |
| 3M | -3.8% | +24.5% | -28.2% | -8.1% |
| 6M | -8.3% | +34.9% | -43.2% | -14.2% |
| YTD | -4.9% | +39.3% | -44.3% | -11.8% |
| 1Y | -10.1% | +48.6% | -58.6% | -17.6% |
| All | -2.2% | -3.0% | +0.8% | -11.6% |
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