+47.4%
JHX vs BR
-14.2%
+61.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +7.8% |
| 7D | +13.3% | +7.0% | +6.3% | +12.2% |
| 30D | +17.1% | +19.0% | -1.8% | +14.8% |
| 3M | +4.1% | +13.1% | -9.0% | +2.5% |
| 6M | +48.5% | +24.6% | +23.9% | +44.7% |
| YTD | +42.3% | -13.6% | +55.9% | +60.1% |
| 1Y | +47.4% | -13.1% | +60.5% | +62.1% |
| All | +47.4% | -14.2% | +61.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling