+2,357.9%
JHX vs FFIV
+5,003.1%
-2,645.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.5% | -1.5% | +6.1% | +4.8% |
| 30D | -1.2% | -2.7% | +1.4% | -0.8% |
| 3M | +32.8% | -1.7% | +34.4% | +32.7% |
| 6M | +41.2% | +36.1% | +5.1% | +32.3% |
| YTD | +43.9% | +52.6% | -8.7% | +31.7% |
| 1Y | +48.0% | +21.5% | +26.5% | +41.0% |
| 3Y | +1.2% | +142.7% | -141.5% | -15.3% |
| 5Y | -22.6% | +92.6% | -115.2% | -32.9% |
| 10Y | +111.5% | +225.5% | -114.0% | +67.1% |
| All | +2,357.9% | +5,003.1% | -2,645.2% | +1,491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling