+16.5%
FTAI vs JHX
+44.7%
-28.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +8.3% | -18.8% | -14.8% |
| 7D | +7.4% | +13.3% | -5.8% | -0.1% |
| 30D | +9.0% | +17.1% | -8.1% | -0.7% |
| 3M | -18.9% | +4.1% | -23.0% | -21.3% |
| 6M | -24.9% | +48.5% | -73.4% | -40.8% |
| YTD | -8.3% | +42.3% | -50.5% | -25.3% |
| 1Y | +16.5% | +47.4% | -30.9% | -5.4% |
| All | +16.5% | +44.7% | -28.2% | -5.4% |
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