-4.4%
JHX vs BTDR
+4.4%
-8.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.7% |
| 7D | -6.3% | -3.4% | -2.9% | -6.1% |
| 30D | -7.7% | +32.6% | -40.3% | -9.8% |
| 3M | +19.2% | -32.2% | +51.4% | +21.5% |
| 6M | +38.3% | +52.4% | -14.1% | +32.7% |
| YTD | +37.2% | +6.7% | +30.5% | +33.7% |
| 1Y | +42.3% | -15.2% | +57.5% | +38.8% |
| 3Y | -4.4% | +14.9% | -19.3% | -18.6% |
| All | -4.4% | +4.4% | -8.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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