+4,362.8%
FAST vs JHX
+2,401.5%
+1,961.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -0.8% | +7.2% | -7.9% | -2.5% |
| 3M | +5.8% | +29.9% | -24.2% | -0.9% |
| 6M | +8.0% | +35.4% | -27.4% | -0.4% |
| YTD | +25.6% | +46.5% | -20.8% | +13.7% |
| 1Y | +0.8% | +55.5% | -54.7% | -10.6% |
| 3Y | +86.1% | -0.4% | +86.5% | +71.9% |
| 5Y | +100.2% | -23.3% | +123.5% | +92.0% |
| 10Y | +494.2% | +111.1% | +383.0% | +320.4% |
| All | +4,362.8% | +2,401.5% | +1,961.3% | +1,802.3% |
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 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