+91.7%
BKNG vs JHX
-28.4%
+120.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | -10.7% | -4.9% | -5.8% | -9.7% |
| 30D | -18.1% | -9.3% | -8.8% | -16.4% |
| 3M | +8.5% | +28.1% | -19.6% | +3.0% |
| 6M | -0.1% | +35.2% | -35.3% | -6.7% |
| YTD | -18.2% | +35.9% | -54.1% | -23.9% |
| 1Y | -19.9% | +42.5% | -62.4% | -26.6% |
| 3Y | +41.6% | -4.5% | +46.1% | +29.1% |
| All | +91.7% | -28.4% | +120.1% | +95.5% |
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