+2,220.4%
JHX vs BHP
+3,832.7%
-1,612.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | 0.0% |
| 7D | -4.9% | -3.7% | -1.1% | -3.2% |
| 30D | -9.3% | -0.8% | -8.5% | -9.1% |
| 3M | +28.1% | +7.6% | +20.5% | +23.1% |
| 6M | +35.2% | +20.8% | +14.4% | +23.2% |
| YTD | +35.9% | +50.8% | -14.9% | +11.1% |
| 1Y | +42.5% | +70.9% | -28.4% | +9.2% |
| 3Y | -4.5% | +78.0% | -82.5% | -28.7% |
| 5Y | -27.1% | +113.1% | -140.2% | -51.7% |
| 10Y | +104.2% | +483.0% | -378.8% | -17.4% |
| All | +2,220.4% | +3,832.7% | -1,612.3% | +714.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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