+2,357.9%
JHX vs FDS
+1,949.2%
+408.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | -0.2% |
| 7D | +4.5% | -5.4% | +9.9% | +6.5% |
| 30D | -1.2% | +1.6% | -2.8% | -2.0% |
| 3M | +32.8% | +17.7% | +15.0% | +23.6% |
| 6M | +41.2% | +29.1% | +12.1% | +25.3% |
| YTD | +43.9% | +1.0% | +42.9% | +38.3% |
| 1Y | +48.0% | -21.6% | +69.7% | +55.2% |
| 3Y | +1.2% | -30.1% | +31.3% | +9.4% |
| 5Y | -22.6% | -20.7% | -1.9% | -20.5% |
| 10Y | +111.5% | +78.3% | +33.2% | +62.1% |
| All | +2,357.9% | +1,949.2% | +408.7% | +1,165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling