-27.1%
JHX vs BAH
+1.2%
-28.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -3.3% |
| 7D | -4.9% | +2.4% | -7.3% | -5.3% |
| 30D | -9.3% | -2.9% | -6.4% | -8.9% |
| 3M | +28.1% | -1.3% | +29.4% | +28.0% |
| 6M | +35.2% | -0.9% | +36.1% | +34.3% |
| YTD | +35.9% | -8.2% | +44.1% | +35.9% |
| 1Y | +42.5% | -24.0% | +66.5% | +47.9% |
| 3Y | -4.5% | -28.1% | +23.6% | -4.9% |
| 5Y | -27.1% | +2.5% | -29.6% | -34.5% |
| All | -27.1% | +1.2% | -28.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling