+24.5%
BX vs JHX
-4.5%
+29.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -5.6% | -6.3% | +0.7% | -3.9% |
| 30D | -12.2% | -7.7% | -4.5% | -10.3% |
| 3M | +7.4% | +19.2% | -11.8% | +2.4% |
| 6M | +22.2% | +38.3% | -16.1% | +11.1% |
| YTD | -14.0% | +37.2% | -51.2% | -21.6% |
| 1Y | -27.3% | +42.3% | -69.6% | -34.7% |
| 3Y | +24.5% | -4.4% | +28.9% | +14.1% |
| All | +24.5% | -4.5% | +29.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling