+118.2%
JHX vs BURL
+246.8%
-128.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | +2.2% | +4.1% | -1.8% | +1.1% |
| 30D | +13.2% | -9.5% | +22.6% | +16.6% |
| 3M | -0.5% | -33.5% | +33.0% | +11.9% |
| 6M | +30.0% | -22.1% | +52.1% | +39.0% |
| YTD | +34.2% | -14.6% | +48.8% | +39.4% |
| 1Y | +60.6% | -8.4% | +69.0% | +62.3% |
| 3Y | +3.6% | +86.6% | -82.9% | -19.0% |
| 5Y | -30.5% | -17.2% | -13.4% | -33.4% |
| All | +118.2% | +246.8% | -128.6% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling