-4.4%
JHX vs FLR
+54.2%
-58.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -6.3% | -3.5% | -2.8% | -5.4% |
| 30D | -7.7% | +4.2% | -11.9% | -8.9% |
| 3M | +19.2% | +8.1% | +11.1% | +15.9% |
| 6M | +38.3% | +21.5% | +16.7% | +30.0% |
| YTD | +37.2% | +36.8% | +0.4% | +25.3% |
| 1Y | +42.3% | +31.2% | +11.1% | +30.8% |
| 3Y | -4.4% | +53.9% | -58.3% | -22.7% |
| All | -4.4% | +54.2% | -58.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling