+18,679.9%
BKNG vs JHX
+2,220.4%
+16,459.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -10.7% | -4.9% | -5.8% | -9.5% |
| 30D | -18.1% | -9.3% | -8.8% | -16.0% |
| 3M | +8.5% | +28.1% | -19.6% | +1.5% |
| 6M | -0.1% | +35.2% | -35.3% | -8.6% |
| YTD | -18.2% | +35.9% | -54.1% | -25.6% |
| 1Y | -19.9% | +42.5% | -62.4% | -28.5% |
| 3Y | +41.6% | -4.5% | +46.1% | +30.1% |
| 5Y | +93.1% | -27.1% | +120.2% | +86.8% |
| 10Y | +214.8% | +104.2% | +110.6% | +120.4% |
| All | +18,679.9% | +2,220.4% | +16,459.4% | +6,964.3% |
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