+47.4%
JHX vs BURL
-4.6%
+51.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +5.7% |
| 7D | +13.3% | +10.4% | +2.9% | +9.7% |
| 30D | +17.1% | -4.9% | +22.1% | +18.8% |
| 3M | +4.1% | -29.8% | +33.8% | +16.0% |
| 6M | +48.5% | -16.5% | +64.9% | +53.9% |
| YTD | +42.3% | -10.5% | +52.8% | +47.5% |
| 1Y | +47.4% | -5.3% | +52.7% | +51.5% |
| All | +47.4% | -4.6% | +51.9% | +51.5% |
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