-100.0%
FCEL vs JHX
+2,220.4%
-2,320.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.8% |
| 7D | +6.3% | -4.9% | +11.1% | +8.6% |
| 30D | -18.8% | -9.3% | -9.5% | -15.3% |
| 3M | -3.8% | +28.1% | -31.9% | -14.2% |
| 6M | +121.1% | +35.2% | +85.9% | +89.3% |
| YTD | +113.3% | +35.9% | +77.4% | +82.6% |
| 1Y | +173.5% | +42.5% | +131.0% | +128.2% |
| 3Y | -63.9% | -4.5% | -59.4% | -66.8% |
| 5Y | -90.7% | -27.1% | -63.6% | -90.3% |
| 10Y | -99.2% | +104.2% | -203.4% | -99.5% |
| All | -100.0% | +2,220.4% | -2,320.4% | -100.0% |
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