+225.6%
FANG vs JHX
-27.7%
+253.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.9% | -6.3% | +9.2% | +3.7% |
| 30D | +2.6% | -7.7% | +10.4% | +3.6% |
| 3M | +7.6% | +19.2% | -11.6% | +4.4% |
| 6M | +17.3% | +38.3% | -21.0% | +10.1% |
| YTD | +38.7% | +37.2% | +1.5% | +30.0% |
| 1Y | +51.6% | +42.3% | +9.4% | +40.4% |
| 3Y | +50.0% | -4.4% | +54.4% | +39.4% |
| All | +225.6% | -27.7% | +253.3% | +251.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling