+330.2%
JHX vs FIVE
+846.9%
-516.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.2% | +2.7% | -2.8% | -0.7% |
| 30D | +13.1% | +12.7% | +0.4% | +10.1% |
| 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% | -19.5% |
| 5Y | -31.6% | +18.1% | -49.7% | -40.3% |
| 10Y | +116.6% | +508.8% | -392.2% | +37.2% |
| All | +330.2% | +846.9% | -516.7% | +156.0% |
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