+1,389.8%
JHX vs BNS
+1,486.6%
-96.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | +3.5% | -11.2% | -10.0% |
| 3M | +19.2% | +14.1% | +5.1% | +9.0% |
| 6M | +38.3% | +33.8% | +4.5% | +14.9% |
| YTD | +37.2% | +29.5% | +7.8% | +16.2% |
| 1Y | +42.3% | +48.4% | -6.1% | +10.4% |
| 3Y | -4.4% | +129.6% | -134.0% | -43.8% |
| 5Y | -26.4% | +96.1% | -122.5% | -52.3% |
| 10Y | +106.3% | +186.2% | -79.9% | +5.8% |
| All | +1,389.8% | +1,486.6% | -96.8% | +446.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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