+9.7%
FPS vs JHX
+22.3%
-12.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.4% |
| 7D | +1.5% | -6.3% | +7.8% | +5.4% |
| 30D | -16.9% | -7.7% | -9.1% | -12.9% |
| 3M | -45.3% | +19.2% | -64.5% | -50.6% |
| 6M | -10.3% | +38.3% | -48.6% | -24.9% |
| All | +9.7% | +22.3% | -12.6% | -0.7% |
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