+47.4%
JHX vs FN
-25.7%
+73.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +8.6% |
| 7D | +13.3% | -7.0% | +20.3% | +13.7% |
| 30D | +17.1% | -24.7% | +41.9% | +19.4% |
| 3M | +4.1% | -35.7% | +39.8% | +7.2% |
| 6M | +48.5% | -52.4% | +100.9% | +56.0% |
| YTD | +42.3% | -25.0% | +67.2% | +43.7% |
| 1Y | +47.4% | -25.7% | +73.0% | +48.1% |
| All | +47.4% | -25.7% | +73.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling