+370.3%
JHX vs FIVE
+868.1%
-497.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.4% |
| 7D | +1.5% | +4.3% | -2.7% | +0.5% |
| 30D | +7.2% | +12.5% | -5.4% | +4.1% |
| 3M | +29.9% | +31.2% | -1.3% | +21.5% |
| 6M | +35.4% | +14.4% | +21.0% | +30.1% |
| YTD | +46.5% | +33.9% | +12.6% | +35.4% |
| 1Y | +55.5% | +65.1% | -9.5% | +36.5% |
| 3Y | -0.4% | +49.0% | -49.4% | -15.4% |
| 5Y | -23.3% | +30.3% | -53.6% | -34.7% |
| 10Y | +111.1% | +481.1% | -370.0% | +33.8% |
| All | +370.3% | +868.1% | -497.8% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling