+2,243.5%
JHX vs BG
+1,028.8%
+1,214.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -6.3% | +3.1% | -9.4% | -7.3% |
| 30D | -7.7% | +10.2% | -18.0% | -10.7% |
| 3M | +19.2% | -1.7% | +20.8% | +18.7% |
| 6M | +38.3% | +1.0% | +37.3% | +35.9% |
| YTD | +37.2% | +39.9% | -2.7% | +21.7% |
| 1Y | +42.3% | +53.2% | -10.9% | +22.0% |
| 3Y | -4.4% | +16.3% | -20.7% | -12.4% |
| 5Y | -26.4% | +83.9% | -110.2% | -43.4% |
| 10Y | +106.3% | +165.1% | -58.9% | +32.2% |
| All | +2,243.5% | +1,028.8% | +1,214.7% | +1,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling