+47.4%
JHX vs BEN
+56.2%
-8.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +5.5% |
| 7D | +13.3% | +6.7% | +6.5% | +9.1% |
| 30D | +17.1% | +3.0% | +14.1% | +15.0% |
| 3M | +4.1% | -4.3% | +8.4% | +6.4% |
| 6M | +48.5% | +16.4% | +32.1% | +36.5% |
| YTD | +42.3% | +46.8% | -4.5% | +18.1% |
| 1Y | +47.4% | +57.3% | -10.0% | +22.8% |
| All | +47.4% | +56.2% | -8.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling