+1,184.4%
JHX vs BUD
+198.8%
+985.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.3% |
| 7D | +4.5% | +0.8% | +3.8% | +4.1% |
| 30D | -1.2% | -4.8% | +3.6% | +1.2% |
| 3M | +32.8% | +1.4% | +31.4% | +31.4% |
| 6M | +41.2% | +9.9% | +31.3% | +34.0% |
| YTD | +43.9% | +26.3% | +17.6% | +27.0% |
| 1Y | +48.0% | +36.1% | +11.9% | +25.2% |
| 3Y | +1.2% | +48.6% | -47.4% | -19.9% |
| 5Y | -22.6% | +45.0% | -67.6% | -39.2% |
| 10Y | +111.5% | -23.1% | +134.6% | +115.9% |
| All | +1,184.4% | +198.8% | +985.7% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling