+101.6%
JHX vs FDS
+64.8%
+36.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -6.3% | -14.0% | +7.7% | -0.4% |
| 30D | -7.7% | -6.2% | -1.5% | -5.6% |
| 3M | +19.2% | +10.2% | +9.0% | +12.8% |
| 6M | +38.3% | +27.4% | +10.8% | +19.4% |
| YTD | +37.2% | -9.3% | +46.5% | +38.0% |
| 1Y | +42.3% | -28.6% | +70.9% | +60.4% |
| 3Y | -4.4% | -36.8% | +32.4% | +12.4% |
| 5Y | -26.4% | -28.6% | +2.2% | -20.2% |
| All | +101.6% | +64.8% | +36.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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