+2,401.5%
JHX vs FE
+284.8%
+2,116.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.8% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | +7.2% | -1.2% | +8.3% | +7.6% |
| 3M | +29.9% | +3.5% | +26.4% | +28.3% |
| 6M | +35.4% | -6.1% | +41.4% | +38.3% |
| YTD | +46.5% | +7.6% | +38.8% | +42.1% |
| 1Y | +55.5% | +11.9% | +43.6% | +48.6% |
| 3Y | -0.4% | +48.4% | -48.9% | -15.3% |
| 5Y | -23.3% | +44.8% | -68.1% | -34.5% |
| 10Y | +111.1% | +115.9% | -4.7% | +53.4% |
| All | +2,401.5% | +284.8% | +2,116.7% | +1,697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling