+48.6%
JHX vs FN
+12.8%
+35.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | +1.6% | +5.8% | -4.2% | +1.1% |
| 30D | -5.0% | -20.6% | +15.6% | -3.3% |
| 3M | +24.5% | -28.6% | +53.1% | +27.2% |
| 6M | +34.9% | -20.7% | +55.6% | +35.7% |
| YTD | +39.3% | -8.1% | +47.5% | +38.4% |
| 1Y | +48.6% | +13.3% | +35.2% | +42.2% |
| All | +48.6% | +12.8% | +35.8% | +42.2% |
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