-4.4%
JHX vs BROS
+59.1%
-63.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -6.3% | -5.8% | -0.6% | -5.4% |
| 30D | -7.7% | -14.0% | +6.2% | -5.4% |
| 3M | +19.2% | -32.5% | +51.7% | +26.4% |
| 6M | +38.3% | -14.9% | +53.2% | +41.0% |
| YTD | +37.2% | -28.3% | +65.5% | +42.7% |
| 1Y | +42.3% | -34.0% | +76.3% | +49.1% |
| 3Y | -4.4% | +63.0% | -67.4% | -20.7% |
| All | -4.4% | +59.1% | -63.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling