-1.5%
BAC vs JHX
+44.7%
-46.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.3% | -4.3% | +2.8% |
| 7D | +1.5% | +13.3% | -11.7% | -0.1% |
| 30D | -4.4% | +17.1% | -21.5% | -6.4% |
| 3M | -17.5% | +4.1% | -21.6% | -18.2% |
| 6M | -0.1% | +48.5% | -48.5% | -5.8% |
| YTD | -4.6% | +42.3% | -46.9% | -11.5% |
| 1Y | -1.5% | +47.4% | -48.9% | -9.2% |
| All | -1.5% | +44.7% | -46.2% | -9.2% |
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