-6.2%
JHX vs BURL
+87.4%
-93.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.9% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | +13.1% | -7.7% | +20.8% | +15.6% |
| 3M | -10.0% | -31.7% | +21.6% | -0.7% |
| 6M | +38.9% | -15.2% | +54.1% | +44.0% |
| YTD | +34.0% | -15.9% | +49.9% | +39.4% |
| 1Y | +66.0% | -14.2% | +80.2% | +71.1% |
| 3Y | -6.2% | +93.5% | -99.8% | -11.6% |
| All | -6.2% | +87.4% | -93.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling