-43.6%
FLUT vs JHX
-4.5%
-39.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +0.4% | -6.3% | +6.8% | +1.6% |
| 30D | +2.5% | -7.7% | +10.3% | +4.0% |
| 3M | -9.2% | +19.2% | -28.4% | -11.9% |
| 6M | -8.2% | +38.3% | -46.5% | -13.8% |
| YTD | -53.2% | +37.2% | -90.4% | -56.1% |
| 1Y | -65.6% | +42.3% | -107.9% | -68.1% |
| 3Y | -43.6% | -4.4% | -39.2% | -50.1% |
| All | -43.6% | -4.5% | -39.1% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling