+120.2%
BKR vs JHX
+106.3%
+13.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -7.0% | -6.3% | -0.7% | -5.3% |
| 30D | -8.1% | -7.7% | -0.4% | -6.1% |
| 3M | -6.6% | +19.2% | -25.8% | -11.9% |
| 6M | +0.9% | +38.3% | -37.4% | -10.1% |
| YTD | +31.1% | +37.2% | -6.1% | +16.9% |
| 1Y | +27.7% | +42.3% | -14.6% | +11.5% |
| 3Y | +71.2% | -4.4% | +75.6% | +53.2% |
| 5Y | +177.6% | -26.4% | +204.0% | +165.0% |
| All | +120.2% | +106.3% | +13.9% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling