+34.9%
JHX vs BBWI
-11.4%
+46.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -1.0% |
| 7D | +1.6% | -4.4% | +6.0% | +3.2% |
| 30D | -5.0% | -7.4% | +2.4% | -2.8% |
| 3M | +24.5% | -2.2% | +26.7% | +24.1% |
| 6M | +34.9% | -16.3% | +51.2% | +34.9% |
| All | +34.9% | -11.4% | +46.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 6mo: compounded portfolio wealth divided by compounded BBWI 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…
6mo analysis · Full analysis span regression · 6 months rolling