+2,220.4%
JHX vs BWA
+1,681.5%
+539.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | -9.3% | -5.5% | -3.8% | -7.5% |
| 3M | +28.1% | -7.6% | +35.7% | +31.5% |
| 6M | +35.2% | +25.0% | +10.2% | +23.7% |
| YTD | +35.9% | +47.0% | -11.1% | +16.0% |
| 1Y | +42.5% | +54.0% | -11.5% | +19.0% |
| 3Y | -4.5% | +70.7% | -75.2% | -25.1% |
| 5Y | -27.1% | +86.7% | -113.8% | -45.8% |
| 10Y | +104.2% | +154.0% | -49.7% | +25.9% |
| All | +2,220.4% | +1,681.5% | +539.0% | +1,020.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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