+2,220.4%
JHX vs BTI
+2,338.0%
-117.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -4.9% | -2.0% | -2.9% | -4.1% |
| 30D | -9.3% | -3.4% | -5.9% | -8.1% |
| 3M | +28.1% | -9.0% | +37.1% | +32.6% |
| 6M | +35.2% | -5.0% | +40.2% | +36.6% |
| YTD | +35.9% | -0.3% | +36.2% | +34.2% |
| 1Y | +42.5% | +3.1% | +39.4% | +38.5% |
| 3Y | -4.5% | +111.0% | -115.4% | -34.2% |
| 5Y | -27.1% | +117.0% | -144.1% | -51.1% |
| 10Y | +104.2% | +73.9% | +30.3% | +44.7% |
| All | +2,220.4% | +2,338.0% | -117.6% | +775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling