+101.6%
JHX vs BRO
+294.2%
-192.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.3% | -7.3% | +1.0% | -2.4% |
| 30D | -7.7% | -6.9% | -0.9% | -4.3% |
| 3M | +19.2% | +10.7% | +8.5% | +11.5% |
| 6M | +38.3% | -2.7% | +41.0% | +37.7% |
| YTD | +37.2% | -16.3% | +53.5% | +48.4% |
| 1Y | +42.3% | -29.1% | +71.4% | +69.4% |
| 3Y | -4.4% | -7.8% | +3.4% | -9.0% |
| 5Y | -26.4% | +18.7% | -45.1% | -44.4% |
| All | +101.6% | +294.2% | -192.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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