+111.8%
JHX vs FN
+700.1%
-588.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.2% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | +13.1% | -16.5% | +29.6% | +15.5% |
| 3M | -10.0% | -42.1% | +32.1% | -2.0% |
| 6M | +38.9% | -52.9% | +91.8% | +54.9% |
| YTD | +34.0% | -28.0% | +61.9% | +32.8% |
| 1Y | +66.0% | -18.5% | +84.5% | +58.9% |
| 3Y | -6.2% | +93.9% | -100.1% | -32.9% |
| 5Y | -31.6% | +170.5% | -202.1% | -57.1% |
| All | +111.8% | +700.1% | -588.3% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling