+46.0%
F vs JHX
-4.9%
+50.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | 0.0% | +13.1% | -13.1% | -2.7% |
| 3M | -13.2% | -10.0% | -3.2% | -11.5% |
| 6M | -10.2% | +38.9% | -49.1% | -16.6% |
| YTD | -4.9% | +34.0% | -38.9% | -11.4% |
| 1Y | -6.1% | +66.0% | -72.1% | -15.7% |
| 3Y | +46.0% | -6.2% | +52.2% | +32.4% |
| All | +46.0% | -4.9% | +50.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 3y: compounded portfolio wealth divided by compounded JHX 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…
3y analysis · Full analysis span regression · 6 months rolling