+2,023.5%
FLUT vs JHX
+1,314.9%
+708.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -3.6% | -4.9% | +1.3% | -3.0% |
| 30D | -0.3% | -9.3% | +9.0% | +0.8% |
| 3M | -12.6% | +28.1% | -40.7% | -15.2% |
| 6M | -8.0% | +35.2% | -43.2% | -11.6% |
| YTD | -54.1% | +35.9% | -90.0% | -56.0% |
| 1Y | -66.1% | +42.5% | -108.6% | -67.8% |
| 3Y | -45.0% | -4.5% | -40.6% | -46.6% |
| 5Y | -51.2% | -27.1% | -24.1% | -52.0% |
| 10Y | -11.0% | +104.2% | -115.2% | -19.5% |
| All | +2,023.5% | +1,314.9% | +708.6% | +1,513.4% |
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