-31.4%
JHX vs FIVE
+16.7%
-48.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.2% | +2.7% | -2.8% | -0.8% |
| 30D | +13.1% | +12.7% | +0.4% | +10.0% |
| 3M | -10.0% | +2.1% | -12.1% | -10.5% |
| 6M | +38.9% | +17.5% | +21.5% | +32.9% |
| YTD | +34.0% | +31.0% | +3.0% | +24.6% |
| 1Y | +66.0% | +67.7% | -1.8% | +45.7% |
| 3Y | -6.2% | +43.4% | -49.6% | -16.8% |
| All | -31.4% | +16.7% | -48.1% | -37.9% |
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