-26.7%
JHX vs BRO
+23.3%
-50.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.6% |
| 7D | -6.8% | -4.3% | -2.5% | -5.4% |
| 30D | -8.7% | -3.1% | -5.6% | -7.8% |
| 3M | +17.4% | +14.2% | +3.2% | +11.4% |
| 6M | +44.2% | +0.6% | +43.6% | +42.8% |
| YTD | +36.5% | -13.6% | +50.1% | +43.3% |
| 1Y | +41.7% | -26.2% | +68.0% | +58.4% |
| 3Y | -2.3% | -4.7% | +2.4% | -7.4% |
| 5Y | -26.7% | +26.2% | -53.0% | -45.5% |
| All | -26.7% | +23.3% | -50.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling