-23.3%
JHX vs BTSG
+382.3%
-405.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | -1.3% |
| 7D | -4.9% | -5.8% | +0.9% | -3.9% |
| 30D | -9.3% | 0.0% | -9.3% | -9.4% |
| 3M | +28.1% | -4.5% | +32.6% | +28.1% |
| 6M | +35.2% | +40.0% | -4.8% | +26.3% |
| YTD | +35.9% | +54.6% | -18.7% | +24.9% |
| 1Y | +42.5% | +106.1% | -63.6% | +25.6% |
| All | -23.3% | +382.3% | -405.6% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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