-5.3%
JHX vs FDS
-36.6%
+31.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -1.6% |
| 7D | -4.9% | -16.0% | +11.1% | -2.3% |
| 30D | -9.3% | -6.7% | -2.6% | -8.3% |
| 3M | +28.1% | +6.0% | +22.1% | +26.5% |
| 6M | +35.2% | +25.1% | +10.1% | +28.2% |
| YTD | +35.9% | -8.1% | +44.0% | +40.2% |
| 1Y | +42.5% | -26.0% | +68.5% | +56.5% |
| All | -5.3% | -36.6% | +31.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling