+907.8%
BX vs JHX
+452.5%
+455.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -5.6% | -6.3% | +0.7% | -3.1% |
| 30D | -12.2% | -7.7% | -4.5% | -9.4% |
| 3M | +7.4% | +19.2% | -11.8% | -0.2% |
| 6M | +22.2% | +38.3% | -16.1% | +5.7% |
| YTD | -14.0% | +37.2% | -51.2% | -25.6% |
| 1Y | -27.3% | +42.3% | -69.6% | -38.7% |
| 3Y | +24.5% | -4.4% | +28.9% | +11.7% |
| 5Y | +18.9% | -26.4% | +45.3% | +16.2% |
| 10Y | +665.4% | +106.3% | +559.2% | +346.2% |
| All | +907.8% | +452.5% | +455.3% | +178.2% |
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 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