+25.0%
FLEX vs JHX
+44.7%
-19.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.3% | -20.6% | -15.5% |
| 7D | -17.0% | +13.3% | -30.3% | -21.7% |
| 30D | -33.8% | +17.1% | -51.0% | -38.8% |
| 3M | -39.0% | +4.1% | -43.1% | -40.6% |
| 6M | -15.9% | +48.5% | -64.4% | -32.3% |
| YTD | +27.8% | +42.3% | -14.4% | +3.8% |
| 1Y | +25.0% | +47.4% | -22.4% | +0.9% |
| All | +25.0% | +44.7% | -19.7% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling