-29.5%
BITO vs JHX
+53.7%
-83.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.1% | -4.4% |
| 7D | -5.9% | +6.4% | -12.3% | -7.2% |
| 30D | -11.5% | +12.3% | -23.8% | -13.7% |
| 3M | +15.6% | +1.1% | +14.6% | +15.0% |
| 6M | -8.9% | +42.2% | -51.1% | -16.1% |
| YTD | -15.9% | +38.1% | -54.0% | -23.0% |
| 1Y | -29.5% | +54.9% | -84.4% | -38.1% |
| All | -29.5% | +53.7% | -83.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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