+673.0%
JHX vs BAH
+925.2%
-252.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -3.8% |
| 7D | -4.9% | +2.4% | -7.3% | -5.6% |
| 30D | -9.3% | -2.9% | -6.4% | -8.7% |
| 3M | +28.1% | -1.3% | +29.4% | +27.9% |
| 6M | +35.2% | -0.9% | +36.1% | +33.8% |
| YTD | +35.9% | -8.2% | +44.1% | +35.9% |
| 1Y | +42.5% | -24.0% | +66.5% | +50.0% |
| 3Y | -4.5% | -28.1% | +23.6% | -1.8% |
| 5Y | -27.1% | +2.5% | -29.6% | -34.7% |
| 10Y | +104.2% | +205.5% | -101.3% | +36.0% |
| All | +673.0% | +925.2% | -252.2% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling