+730.0%
FLEX vs JHX
-27.7%
+757.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.9% |
| 7D | +5.7% | -6.3% | +12.0% | +8.0% |
| 30D | -7.0% | -7.7% | +0.7% | -4.7% |
| 3M | -23.8% | +19.2% | -43.0% | -28.5% |
| 6M | +82.6% | +38.3% | +44.4% | +63.4% |
| YTD | +91.6% | +37.2% | +54.4% | +71.5% |
| 1Y | +100.6% | +42.3% | +58.3% | +76.4% |
| 3Y | +479.8% | -4.4% | +484.2% | +422.7% |
| All | +730.0% | -27.7% | +757.7% | +742.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling