+291.0%
JHX vs BURL
+1,015.7%
-724.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +6.3% |
| 7D | +7.7% | +7.7% | 0.0% | +5.6% |
| 30D | +19.2% | -7.1% | +26.3% | +21.7% |
| 3M | -1.0% | -30.3% | +29.3% | +8.8% |
| 6M | +42.7% | -15.5% | +58.3% | +48.4% |
| YTD | +44.3% | -11.0% | +55.3% | +47.7% |
| 1Y | +72.2% | -8.4% | +80.6% | +74.1% |
| 3Y | +1.1% | +96.7% | -95.6% | -19.4% |
| 5Y | -23.6% | -14.1% | -9.5% | -27.4% |
| 10Y | +134.6% | +255.1% | -120.5% | +65.9% |
| All | +291.0% | +1,015.7% | -724.7% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling