+4.4%
FAST vs JHX
+44.3%
-40.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +1.0% |
| 7D | -0.4% | -4.9% | +4.4% | +0.6% |
| 30D | -6.4% | -9.3% | +2.9% | -4.5% |
| 3M | +7.1% | +28.1% | -21.0% | +1.1% |
| 6M | +7.0% | +35.2% | -28.2% | -1.1% |
| YTD | +24.1% | +35.9% | -11.7% | +15.2% |
| 1Y | +4.4% | +42.5% | -38.1% | -3.7% |
| All | +4.4% | +44.3% | -40.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling