+106.1%
FAST vs JHX
-24.7%
+130.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +1.8% | +1.6% | +0.2% | +1.5% |
| 30D | -6.4% | -5.0% | -1.4% | -5.6% |
| 3M | +5.3% | +24.5% | -19.1% | +0.8% |
| 6M | +5.4% | +34.9% | -29.5% | -1.1% |
| YTD | +23.6% | +39.3% | -15.7% | +15.2% |
| 1Y | +4.1% | +48.6% | -44.5% | -4.5% |
| 3Y | +92.4% | -2.0% | +94.4% | +78.5% |
| 5Y | +106.1% | -24.4% | +130.5% | +96.3% |
| All | +106.1% | -24.7% | +130.8% | +96.3% |
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