+73.1%
BAC vs JHX
-27.7%
+100.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | 0.0% | -6.3% | +6.3% | +1.2% |
| 30D | -2.8% | -7.7% | +5.0% | -1.4% |
| 3M | +14.2% | +19.2% | -4.9% | +10.2% |
| 6M | +30.5% | +38.3% | -7.7% | +21.6% |
| YTD | +15.8% | +37.2% | -21.4% | +7.6% |
| 1Y | +26.2% | +42.3% | -16.1% | +16.0% |
| 3Y | +136.5% | -4.4% | +140.9% | +119.3% |
| All | +73.1% | -27.7% | +100.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling