+168.3%
JHX vs FIVN
+280.5%
-112.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -4.9% | -11.3% | +6.4% | -3.3% |
| 30D | -9.3% | -7.3% | -2.0% | -8.5% |
| 3M | +28.1% | +41.7% | -13.6% | +21.2% |
| 6M | +35.2% | +78.3% | -43.1% | +21.8% |
| YTD | +35.9% | +50.9% | -15.0% | +24.9% |
| 1Y | +42.5% | +19.7% | +22.9% | +35.1% |
| 3Y | -4.5% | -55.7% | +51.3% | +1.3% |
| 5Y | -27.1% | -82.6% | +55.5% | -16.4% |
| 10Y | +104.2% | +113.6% | -9.4% | +80.7% |
| All | +168.3% | +280.5% | -112.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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