+101.6%
JHX vs BLDR
+383.3%
-281.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.1% |
| 7D | -6.3% | -8.2% | +1.9% | -3.4% |
| 30D | -7.7% | -16.6% | +8.9% | -1.6% |
| 3M | +19.2% | -23.2% | +42.3% | +30.4% |
| 6M | +38.3% | -33.7% | +72.0% | +59.8% |
| YTD | +37.2% | -41.3% | +78.5% | +64.7% |
| 1Y | +42.3% | -58.8% | +101.1% | +91.4% |
| 3Y | -4.4% | -57.5% | +53.1% | +22.9% |
| 5Y | -26.4% | +12.9% | -39.3% | -32.7% |
| All | +101.6% | +383.3% | -281.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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