+101.6%
JHX vs FFIV
+249.4%
-147.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.3% |
| 7D | -6.3% | +5.4% | -11.8% | -8.4% |
| 30D | -7.7% | -2.7% | -5.1% | -7.0% |
| 3M | +19.2% | +4.5% | +14.6% | +15.9% |
| 6M | +38.3% | +42.2% | -3.9% | +16.9% |
| YTD | +37.2% | +61.3% | -24.1% | +9.0% |
| 1Y | +42.3% | +23.0% | +19.2% | +26.6% |
| 3Y | -4.4% | +156.3% | -160.7% | -39.7% |
| 5Y | -26.4% | +102.9% | -129.2% | -50.1% |
| All | +101.6% | +249.4% | -147.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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