+2,168.6%
JHX vs FE
+286.4%
+1,882.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +11.7% | +3.9% | +7.8% | +10.2% |
| 3M | -10.7% | -0.1% | -10.6% | -10.7% |
| 6M | +36.5% | +6.1% | +30.4% | +33.5% |
| YTD | +32.8% | +8.1% | +24.8% | +28.7% |
| 1Y | +62.5% | +4.4% | +58.1% | +59.4% |
| 3Y | -5.7% | +49.0% | -54.7% | -19.8% |
| 5Y | -32.2% | +46.1% | -78.3% | -42.2% |
| 10Y | +114.7% | +122.6% | -7.9% | +54.5% |
| All | +2,168.6% | +286.4% | +1,882.2% | +1,527.5% |
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