+100.6%
FLEX vs JHX
+43.8%
+56.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.7% |
| 7D | +5.7% | -6.3% | +12.0% | +8.8% |
| 30D | -7.0% | -7.7% | +0.7% | -3.7% |
| 3M | -23.8% | +19.2% | -43.0% | -30.7% |
| 6M | +82.6% | +38.3% | +44.4% | +51.7% |
| YTD | +91.6% | +37.2% | +54.4% | +61.2% |
| 1Y | +100.6% | +42.3% | +58.3% | +68.1% |
| All | +100.6% | +43.8% | +56.8% | +68.1% |
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