-27.1%
JHX vs BUD
+44.8%
-71.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -4.9% | -3.2% | -1.7% | -3.3% |
| 30D | -9.3% | -3.7% | -5.6% | -7.6% |
| 3M | +28.1% | -4.4% | +32.5% | +30.5% |
| 6M | +35.2% | +7.7% | +27.5% | +29.7% |
| YTD | +35.9% | +23.1% | +12.8% | +22.3% |
| 1Y | +42.5% | +33.6% | +8.9% | +22.8% |
| 3Y | -4.5% | +44.7% | -49.2% | -22.8% |
| 5Y | -27.1% | +44.9% | -72.0% | -42.8% |
| All | -27.1% | +44.8% | -71.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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