+104.5%
FTNT vs JHX
+56.2%
+48.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -5.8% | +1.5% | -7.4% | -5.9% |
| 30D | -4.8% | +7.2% | -11.9% | -4.9% |
| 3M | +4.4% | +29.9% | -25.5% | +3.8% |
| 6M | +88.8% | +35.4% | +53.4% | +88.1% |
| YTD | +96.8% | +46.5% | +50.4% | +95.2% |
| 1Y | +104.5% | +55.5% | +48.9% | +101.9% |
| All | +104.5% | +56.2% | +48.2% | +101.9% |
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 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