+1.3%
FSLR vs JHX
+56.2%
-55.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | -13.7% | +7.2% | -20.8% | -15.8% |
| 3M | -35.1% | +29.9% | -65.0% | -40.7% |
| 6M | +3.6% | +35.4% | -31.7% | -8.8% |
| YTD | -21.7% | +46.5% | -68.2% | -31.5% |
| 1Y | +1.3% | +55.5% | -54.2% | -11.2% |
| All | +1.3% | +56.2% | -55.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling