-28.0%
JHX vs BROS
+33.7%
-61.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.0% |
| 7D | -4.9% | -6.1% | +1.2% | -3.9% |
| 30D | -9.3% | -12.4% | +3.1% | -7.4% |
| 3M | +28.1% | -27.9% | +56.0% | +34.0% |
| 6M | +35.2% | -16.8% | +52.0% | +38.3% |
| YTD | +35.9% | -29.0% | +64.9% | +41.7% |
| 1Y | +42.5% | -33.2% | +75.7% | +49.4% |
| 3Y | -4.5% | +56.8% | -61.2% | -15.7% |
| All | -28.0% | +33.7% | -61.7% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling