+35.2%
JHX vs BTI
-4.1%
+39.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | -9.3% | -3.4% | -5.9% | -9.0% |
| 3M | +28.1% | -9.0% | +37.1% | +28.8% |
| 6M | +35.2% | -5.0% | +40.2% | +32.2% |
| All | +35.2% | -4.1% | +39.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling