+32.9%
JHX vs BAM
+80.8%
-47.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.9% |
| 7D | -3.8% | -2.0% | -1.8% | -2.7% |
| 30D | +11.7% | +13.7% | -1.9% | +4.6% |
| 3M | -10.7% | -4.8% | -5.9% | -8.4% |
| 6M | +36.5% | +7.6% | +28.9% | +31.4% |
| YTD | +32.8% | +1.2% | +31.7% | +31.0% |
| 1Y | +62.5% | -2.3% | +64.8% | +62.7% |
| 3Y | -5.7% | +84.1% | -89.8% | -31.8% |
| All | +32.9% | +80.8% | -47.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling