+4,266.0%
BLK vs JHX
+2,243.5%
+2,022.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -3.3% | -6.3% | +3.0% | -1.5% |
| 30D | -6.5% | -7.7% | +1.2% | -4.4% |
| 3M | +6.7% | +19.2% | -12.4% | +0.9% |
| 6M | +14.7% | +38.3% | -23.5% | +2.9% |
| YTD | +2.5% | +37.2% | -34.7% | -8.1% |
| 1Y | -2.8% | +42.3% | -45.1% | -14.4% |
| 3Y | +65.9% | -4.4% | +70.3% | +52.3% |
| 5Y | +33.0% | -26.4% | +59.4% | +28.7% |
| 10Y | +281.2% | +106.3% | +174.9% | +156.1% |
| All | +4,266.0% | +2,243.5% | +2,022.5% | +1,408.7% |
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