+286.5%
BSX vs JHX
+2,243.5%
-1,957.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | -6.3% | -3.8% | -8.9% |
| 30D | -16.4% | -7.7% | -8.7% | -15.1% |
| 3M | -8.9% | +19.2% | -28.1% | -12.4% |
| 6M | -38.3% | +38.3% | -76.5% | -43.0% |
| YTD | -54.9% | +37.2% | -92.1% | -58.5% |
| 1Y | -58.8% | +42.3% | -101.1% | -62.6% |
| 3Y | -21.2% | -4.4% | -16.8% | -27.1% |
| 5Y | -3.3% | -26.4% | +23.0% | -7.2% |
| 10Y | +82.8% | +106.3% | -23.4% | +32.1% |
| All | +286.5% | +2,243.5% | -1,957.0% | +53.0% |
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