-23.6%
JHX vs FBTC
+60.2%
-83.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.3% | -3.1% | -3.2% | -5.8% |
| 30D | -7.7% | +22.0% | -29.8% | -10.9% |
| 3M | +19.2% | +21.6% | -2.5% | +15.1% |
| 6M | +38.3% | +9.2% | +29.0% | +35.8% |
| YTD | +37.2% | -11.8% | +49.0% | +38.5% |
| 1Y | +42.3% | -32.7% | +75.0% | +49.5% |
| All | -23.6% | +60.2% | -83.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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