-67.4%
BAX vs JHX
-27.7%
-39.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -7.9% | -6.3% | -1.5% | -6.6% |
| 30D | -11.7% | -7.7% | -3.9% | -10.2% |
| 3M | +16.2% | +19.2% | -3.0% | +12.0% |
| 6M | +32.0% | +38.3% | -6.3% | +22.9% |
| YTD | +24.7% | +37.2% | -12.5% | +16.1% |
| 1Y | -2.6% | +42.3% | -44.9% | -10.2% |
| 3Y | -35.0% | -4.4% | -30.6% | -38.7% |
| All | -67.4% | -27.7% | -39.8% | -69.4% |
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