-24.4%
JHX vs FIVE
+35.6%
-60.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | -5.0% | +5.0% | -10.0% | -6.2% |
| 3M | +24.5% | +29.5% | -5.0% | +16.7% |
| 6M | +34.9% | +12.4% | +22.5% | +30.2% |
| YTD | +39.3% | +31.2% | +8.1% | +29.5% |
| 1Y | +48.6% | +72.9% | -24.3% | +28.9% |
| 3Y | -2.0% | +53.0% | -55.0% | -15.4% |
| 5Y | -24.4% | +34.2% | -58.6% | -35.2% |
| All | -24.4% | +35.6% | -60.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling