+700.4%
JHX vs BLDR
+380.2%
+320.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | +1.6% | -2.7% | +4.3% | +2.1% |
| 30D | -5.0% | -14.7% | +9.7% | -1.9% |
| 3M | +24.5% | -20.8% | +45.3% | +30.3% |
| 6M | +34.9% | -35.3% | +70.2% | +47.3% |
| YTD | +39.3% | -40.3% | +79.7% | +54.4% |
| 1Y | +48.6% | -56.3% | +104.9% | +74.4% |
| 3Y | -2.0% | -56.1% | +54.1% | +13.4% |
| 5Y | -24.4% | +12.9% | -37.3% | -27.1% |
| 10Y | +109.4% | +386.5% | -277.0% | +50.2% |
| All | +700.4% | +380.2% | +320.2% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling