-27.2%
JHX vs BB
-26.5%
-0.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -7.7% | -12.5% | +4.8% | -5.5% |
| 3M | +19.2% | -17.4% | +36.6% | +21.7% |
| 6M | +38.3% | +119.1% | -80.9% | +13.5% |
| YTD | +37.2% | +102.4% | -65.2% | +14.4% |
| 1Y | +42.3% | +98.2% | -55.9% | +18.0% |
| 3Y | -4.4% | +46.9% | -51.3% | -19.9% |
| All | -27.2% | -26.5% | -0.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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