+4,890.9%
FAST vs JHX
+2,188.3%
+2,702.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +4.2% | -0.2% | +4.3% | +4.1% |
| 30D | +6.7% | +13.1% | -6.4% | +3.4% |
| 3M | +8.0% | -10.0% | +18.0% | +10.2% |
| 6M | +27.4% | +38.9% | -11.5% | +16.9% |
| YTD | +40.5% | +34.0% | +6.5% | +29.2% |
| 1Y | +38.4% | +66.0% | -27.6% | +21.1% |
| 3Y | +98.7% | -6.2% | +104.9% | +86.2% |
| 5Y | +106.7% | -31.6% | +138.3% | +103.0% |
| 10Y | +545.1% | +116.6% | +428.5% | +352.0% |
| All | +4,890.9% | +2,188.3% | +2,702.6% | +2,063.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling