+1,003.0%
BE vs JHX
+87.4%
+915.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.2% |
| 7D | +9.0% | -6.3% | +15.4% | +12.8% |
| 30D | +16.3% | -7.7% | +24.0% | +21.4% |
| 3M | +10.8% | +19.2% | -8.4% | -0.5% |
| 6M | +73.2% | +38.3% | +34.9% | +41.3% |
| YTD | +217.4% | +37.2% | +180.2% | +159.9% |
| 1Y | +309.8% | +42.3% | +267.5% | +224.8% |
| 3Y | +1,726.2% | -4.4% | +1,730.6% | +1,443.1% |
| 5Y | +1,306.2% | -26.4% | +1,332.5% | +1,273.0% |
| All | +1,003.0% | +87.4% | +915.6% | +450.1% |
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 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