+2,279.7%
JHX vs BBWI
+502.2%
+1,777.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -1.6% |
| 7D | +1.6% | -4.4% | +6.0% | +2.8% |
| 30D | -5.0% | -7.4% | +2.4% | -3.5% |
| 3M | +24.5% | -2.2% | +26.7% | +24.4% |
| 6M | +34.9% | -16.3% | +51.2% | +39.4% |
| YTD | +39.3% | -9.1% | +48.5% | +40.4% |
| 1Y | +48.6% | -34.5% | +83.1% | +59.8% |
| 3Y | -2.0% | -47.0% | +44.9% | +6.4% |
| 5Y | -24.4% | -68.8% | +44.4% | -9.9% |
| 10Y | +109.4% | -57.4% | +166.8% | +94.8% |
| All | +2,279.7% | +502.2% | +1,777.5% | +1,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling