-11.2%
JHX vs BBAI
-71.8%
+60.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -4.9% | -5.4% | +0.5% | -4.8% |
| 30D | -9.3% | -15.3% | +6.0% | -9.0% |
| 3M | +28.1% | -29.9% | +57.9% | +28.8% |
| 6M | +35.2% | -30.7% | +65.9% | +35.9% |
| YTD | +35.9% | -47.8% | +83.6% | +37.0% |
| 1Y | +42.5% | -40.4% | +82.9% | +43.2% |
| 3Y | -4.5% | +66.9% | -71.3% | -6.5% |
| 5Y | -27.1% | -71.4% | +44.3% | -26.6% |
| All | -11.2% | -71.8% | +60.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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