+2,279.7%
JHX vs BB
+173.2%
+2,106.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | +1.6% | +1.8% | -0.3% | +1.3% |
| 30D | -5.0% | -12.2% | +7.2% | -3.4% |
| 3M | +24.5% | -12.3% | +36.8% | +25.5% |
| 6M | +34.9% | +122.7% | -87.8% | +18.0% |
| YTD | +39.3% | +104.5% | -65.2% | +23.3% |
| 1Y | +48.6% | +106.7% | -58.1% | +30.5% |
| 3Y | -2.0% | +70.0% | -72.0% | -15.0% |
| 5Y | -24.4% | -27.8% | +3.4% | -28.3% |
| 10Y | +109.4% | +2.4% | +107.1% | +65.8% |
| All | +2,279.7% | +173.2% | +2,106.5% | +1,897.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling