-26.0%
FSLR vs JHX
+44.7%
-70.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +1.5% |
| 7D | +10.3% | +13.3% | -2.9% | +5.2% |
| 30D | +10.4% | +17.1% | -6.7% | +3.9% |
| 3M | -20.2% | +4.1% | -24.3% | -21.7% |
| 6M | -8.0% | +48.5% | -56.5% | -20.9% |
| YTD | -25.5% | +42.3% | -67.8% | -35.8% |
| 1Y | -26.0% | +47.4% | -73.3% | -36.7% |
| All | -26.0% | +44.7% | -70.7% | -36.7% |
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 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