+55.5%
JHX vs BURL
-9.5%
+65.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +1.9% |
| 7D | +1.5% | -2.8% | +4.3% | +2.3% |
| 30D | +7.2% | -28.2% | +35.3% | +17.1% |
| 3M | +29.9% | -17.6% | +47.5% | +36.1% |
| 6M | +35.4% | -11.8% | +47.1% | +40.2% |
| YTD | +46.5% | -8.1% | +54.6% | +51.0% |
| 1Y | +55.5% | -12.0% | +67.5% | +51.0% |
| All | +55.5% | -9.5% | +65.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling