+162.8%
FTNT vs JHX
-27.7%
+190.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.9% |
| 7D | -0.1% | -6.3% | +6.2% | +1.0% |
| 30D | -3.0% | -7.7% | +4.8% | -1.6% |
| 3M | +7.6% | +19.2% | -11.6% | +3.7% |
| 6M | +87.0% | +38.3% | +48.7% | +73.3% |
| YTD | +96.5% | +37.2% | +59.3% | +82.0% |
| 1Y | +92.9% | +42.3% | +50.7% | +76.4% |
| 3Y | +139.8% | -4.4% | +144.2% | +114.9% |
| All | +162.8% | -27.7% | +190.5% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling