+720.9%
FSLR vs JHX
+572.3%
+148.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -3.6% |
| 7D | +0.2% | +1.6% | -1.3% | -0.3% |
| 30D | -15.1% | -5.0% | -10.1% | -13.7% |
| 3M | -22.5% | +24.5% | -47.0% | -28.6% |
| 6M | +4.0% | +34.9% | -31.0% | -7.5% |
| YTD | -22.3% | +39.3% | -61.6% | -31.8% |
| 1Y | 0.0% | +48.6% | -48.5% | -15.1% |
| 3Y | +10.9% | -2.0% | +12.9% | -0.4% |
| 5Y | +105.4% | -24.4% | +129.8% | +95.7% |
| 10Y | +447.0% | +109.4% | +337.6% | +219.8% |
| All | +720.9% | +572.3% | +148.6% | +149.9% |
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