-5.3%
JHX vs BLDR
-58.1%
+52.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.5% | -0.6% |
| 7D | -4.9% | -8.1% | +3.3% | -0.9% |
| 30D | -9.3% | -21.5% | +12.2% | +1.7% |
| 3M | +28.1% | -21.0% | +49.1% | +42.4% |
| 6M | +35.2% | -37.1% | +72.3% | +66.3% |
| YTD | +35.9% | -42.7% | +78.5% | +73.0% |
| 1Y | +42.5% | -58.0% | +100.5% | +105.0% |
| All | -5.3% | -58.1% | +52.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling