+101.6%
JHX vs BR
+189.7%
-88.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.3% | -3.0% | -3.3% | -4.6% |
| 30D | -7.7% | -0.3% | -7.5% | -7.8% |
| 3M | +19.2% | +17.3% | +1.9% | +7.0% |
| 6M | +38.3% | -6.7% | +45.0% | +42.1% |
| YTD | +37.2% | -23.4% | +60.6% | +58.6% |
| 1Y | +42.3% | -32.7% | +74.9% | +80.0% |
| 3Y | -4.4% | -5.9% | +1.5% | -4.8% |
| 5Y | -26.4% | +8.4% | -34.8% | -34.7% |
| All | +101.6% | +189.7% | -88.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling