-2.9%
JHX vs BAM
+50.2%
-53.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.8% |
| 7D | +1.6% | -3.9% | +5.5% | +4.0% |
| 30D | -5.0% | -8.8% | +3.8% | +0.1% |
| 3M | +24.5% | +2.2% | +22.3% | +22.7% |
| 6M | +34.9% | +5.9% | +29.0% | +30.4% |
| YTD | +39.3% | -6.1% | +45.4% | +42.8% |
| 1Y | +48.6% | -11.6% | +60.2% | +56.9% |
| All | -2.9% | +50.2% | -53.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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