+55.5%
JHX vs BG
+50.1%
+5.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.6% |
| 7D | +1.5% | +2.8% | -1.3% | +1.4% |
| 30D | +7.2% | +12.0% | -4.9% | +6.7% |
| 3M | +29.9% | -7.7% | +37.6% | +31.5% |
| 6M | +35.4% | +4.5% | +30.9% | +32.4% |
| YTD | +46.5% | +35.7% | +10.8% | +36.8% |
| 1Y | +55.5% | +50.1% | +5.5% | +44.7% |
| All | +55.5% | +50.1% | +5.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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