+3,076.9%
FTAI vs JHX
+106.3%
+2,970.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | -5.2% | -6.3% | +1.1% | -2.9% |
| 30D | -17.9% | -7.7% | -10.2% | -15.5% |
| 3M | -22.7% | +19.2% | -41.9% | -27.5% |
| 6M | -28.0% | +38.3% | -66.3% | -35.9% |
| YTD | -5.0% | +37.2% | -42.2% | -15.2% |
| 1Y | +10.4% | +42.3% | -31.9% | -3.4% |
| 3Y | +425.2% | -4.4% | +429.6% | +372.7% |
| 5Y | +890.3% | -26.4% | +916.7% | +853.4% |
| All | +3,076.9% | +106.3% | +2,970.7% | +1,926.4% |
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 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