-99.1%
FCEL vs JHX
+106.3%
-205.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +6.3% | -6.3% | +12.6% | +10.0% |
| 30D | -26.7% | -7.7% | -18.9% | -23.6% |
| 3M | -10.2% | +19.2% | -29.3% | -18.7% |
| 6M | +123.5% | +38.3% | +85.2% | +83.1% |
| YTD | +117.4% | +37.2% | +80.2% | +79.2% |
| 1Y | +146.0% | +42.3% | +103.7% | +97.5% |
| 3Y | -61.9% | -4.4% | -57.5% | -66.3% |
| 5Y | -90.5% | -26.4% | -64.1% | -90.6% |
| All | -99.1% | +106.3% | -205.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling