+294.9%
BAC vs JHX
+2,279.7%
-1,984.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.5% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | -1.4% | -5.0% | +3.6% | +0.1% |
| 3M | +15.7% | +24.5% | -8.7% | +6.5% |
| 6M | +32.2% | +34.9% | -2.7% | +16.8% |
| YTD | +15.8% | +39.3% | -23.6% | +0.5% |
| 1Y | +27.3% | +48.6% | -21.3% | +7.1% |
| 3Y | +137.5% | -2.0% | +139.5% | +108.3% |
| 5Y | +73.1% | -24.4% | +97.5% | +61.0% |
| 10Y | +397.7% | +109.4% | +288.3% | +191.8% |
| All | +294.9% | +2,279.7% | -1,984.8% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling