+99.6%
JHX vs FE
+114.8%
-15.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -4.9% | -1.7% | -3.2% | -4.2% |
| 30D | -9.3% | -1.3% | -8.0% | -8.8% |
| 3M | +28.1% | +0.6% | +27.5% | +27.8% |
| 6M | +35.2% | -6.8% | +42.1% | +39.1% |
| YTD | +35.9% | +6.4% | +29.4% | +31.9% |
| 1Y | +42.5% | +11.3% | +31.3% | +35.6% |
| 3Y | -4.5% | +47.1% | -51.5% | -20.7% |
| 5Y | -27.1% | +50.4% | -77.5% | -40.5% |
| All | +99.6% | +114.8% | -15.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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