-27.2%
JHX vs BEN
+36.0%
-63.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -3.1% | -3.2% | -4.7% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | +19.2% | +6.8% | +12.3% | +14.8% |
| 6M | +38.3% | +38.1% | +0.2% | +16.4% |
| YTD | +37.2% | +44.3% | -7.1% | +12.5% |
| 1Y | +42.3% | +42.6% | -0.3% | +17.0% |
| 3Y | -4.4% | +52.3% | -56.7% | -25.5% |
| All | -27.2% | +36.0% | -63.2% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling