+458.5%
FSLR vs JHX
+106.3%
+352.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +2.2% | -6.3% | +8.6% | +4.2% |
| 30D | -7.8% | -7.7% | -0.1% | -5.7% |
| 3M | -22.9% | +19.2% | -42.1% | -27.1% |
| 6M | +4.4% | +38.3% | -33.9% | -5.9% |
| YTD | -20.0% | +37.2% | -57.2% | -27.9% |
| 1Y | +2.8% | +42.3% | -39.5% | -9.0% |
| 3Y | +16.5% | -4.4% | +20.9% | +7.4% |
| 5Y | +110.3% | -26.4% | +136.6% | +104.9% |
| All | +458.5% | +106.3% | +352.2% | +260.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling