+14.8%
BND vs JHX
+106.3%
-91.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.0% | -6.3% | +5.3% | -0.9% |
| 30D | -1.1% | -7.7% | +6.6% | -1.0% |
| 3M | -1.9% | +19.2% | -21.0% | -2.3% |
| 6M | -1.6% | +38.3% | -39.9% | -2.4% |
| YTD | -1.2% | +37.2% | -38.4% | -2.1% |
| 1Y | -0.7% | +42.3% | -43.0% | -1.7% |
| 3Y | +12.5% | -4.4% | +16.9% | +11.8% |
| 5Y | -2.5% | -26.4% | +23.8% | -3.3% |
| All | +14.8% | +106.3% | -91.4% | +12.2% |
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