-24.3%
JHX vs FBTC
+59.7%
-84.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -4.9% | -5.8% | +1.0% | -3.9% |
| 30D | -9.3% | +21.4% | -30.7% | -12.3% |
| 3M | +28.1% | +24.5% | +3.6% | +23.2% |
| 6M | +35.2% | +9.9% | +25.3% | +32.6% |
| YTD | +35.9% | -12.0% | +47.9% | +37.2% |
| 1Y | +42.5% | -32.3% | +74.9% | +49.6% |
| All | -24.3% | +59.7% | -84.0% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling