+589.4%
FLEX vs JHX
+2,279.7%
-1,690.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | +6.4% | +1.6% | +4.8% | +5.8% |
| 30D | -5.9% | -5.0% | -0.9% | -4.4% |
| 3M | -23.5% | +24.5% | -47.9% | -29.1% |
| 6M | +83.7% | +34.9% | +48.8% | +65.9% |
| YTD | +86.5% | +39.3% | +47.2% | +66.3% |
| 1Y | +100.5% | +48.6% | +51.9% | +73.8% |
| 3Y | +469.8% | -2.0% | +471.9% | +421.5% |
| 5Y | +725.7% | -24.4% | +750.1% | +700.8% |
| 10Y | +1,086.7% | +109.4% | +977.3% | +704.9% |
| All | +589.4% | +2,279.7% | -1,690.3% | +261.4% |
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