-27.2%
JHX vs BTG
+78.0%
-105.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.3% | -3.8% | -2.6% | -5.6% |
| 30D | -7.7% | +3.6% | -11.4% | -8.6% |
| 3M | +19.2% | +32.0% | -12.8% | +11.7% |
| 6M | +38.3% | +3.4% | +34.9% | +35.1% |
| YTD | +37.2% | +20.8% | +16.4% | +29.2% |
| 1Y | +42.3% | +22.4% | +19.9% | +32.1% |
| 3Y | -4.4% | +91.7% | -96.1% | -22.1% |
| All | -27.2% | +78.0% | -105.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling