+35.9%
JHX vs BAM
+66.1%
-30.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -4.9% | -6.1% | +1.2% | -1.7% |
| 30D | -9.3% | -13.8% | +4.5% | -2.1% |
| 3M | +28.1% | +4.4% | +23.7% | +25.2% |
| 6M | +35.2% | +6.4% | +28.8% | +31.1% |
| YTD | +35.9% | -7.1% | +42.9% | +39.8% |
| 1Y | +42.5% | -11.8% | +54.3% | +50.0% |
| 3Y | -4.5% | +50.2% | -54.6% | -24.9% |
| All | +35.9% | +66.1% | -30.2% | +1.3% |
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