+101.6%
JHX vs BG
+166.7%
-65.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -6.3% | +3.1% | -9.4% | -7.2% |
| 30D | -7.7% | +10.2% | -18.0% | -10.7% |
| 3M | +19.2% | -1.7% | +20.8% | +18.8% |
| 6M | +38.3% | +1.0% | +37.3% | +35.9% |
| YTD | +37.2% | +39.9% | -2.7% | +21.2% |
| 1Y | +42.3% | +53.2% | -10.9% | +21.3% |
| 3Y | -4.4% | +16.3% | -20.7% | -12.6% |
| 5Y | -26.4% | +83.9% | -110.2% | -45.2% |
| All | +101.6% | +166.7% | -65.0% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling