+98.5%
FLEX vs JHX
+56.2%
+42.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.6% |
| 30D | -10.1% | +7.2% | -17.3% | -13.2% |
| 3M | -31.3% | +29.9% | -61.3% | -39.9% |
| 6M | +71.3% | +35.4% | +35.9% | +40.9% |
| YTD | +81.2% | +46.5% | +34.8% | +48.5% |
| 1Y | +98.5% | +55.5% | +43.0% | +60.9% |
| All | +98.5% | +56.2% | +42.2% | +60.9% |
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