+392.9%
BAC vs JHX
+106.3%
+286.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | 0.0% | -6.3% | +6.3% | +1.8% |
| 30D | -2.8% | -7.7% | +5.0% | -0.7% |
| 3M | +14.2% | +19.2% | -4.9% | +7.9% |
| 6M | +30.5% | +38.3% | -7.7% | +16.8% |
| YTD | +15.8% | +37.2% | -21.4% | +3.2% |
| 1Y | +26.2% | +42.3% | -16.1% | +10.4% |
| 3Y | +136.5% | -4.4% | +140.9% | +111.8% |
| 5Y | +75.9% | -26.4% | +102.3% | +69.2% |
| All | +392.9% | +106.3% | +286.6% | +191.3% |
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 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