+101.6%
JHX vs BAH
+207.9%
-106.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.3% | +4.3% | -10.6% | -7.5% |
| 30D | -7.7% | -2.5% | -5.3% | -7.2% |
| 3M | +19.2% | -0.9% | +20.1% | +18.9% |
| 6M | +38.3% | +1.5% | +36.8% | +35.8% |
| YTD | +37.2% | -8.0% | +45.2% | +37.1% |
| 1Y | +42.3% | -24.7% | +67.0% | +50.9% |
| 3Y | -4.4% | -28.4% | +24.0% | -2.7% |
| 5Y | -26.4% | +2.8% | -29.2% | -37.3% |
| All | +101.6% | +207.9% | -106.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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