-22.6%
JHX vs FN
+299.7%
-322.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | +4.5% | +3.5% | +1.0% | +3.9% |
| 30D | -1.2% | -26.0% | +24.7% | +3.1% |
| 3M | +32.8% | -33.3% | +66.0% | +39.7% |
| 6M | +41.2% | -14.9% | +56.1% | +40.3% |
| YTD | +43.9% | -8.6% | +52.5% | +39.5% |
| 1Y | +48.0% | +12.3% | +35.7% | +36.5% |
| 3Y | +1.2% | +174.4% | -173.2% | -28.2% |
| 5Y | -22.6% | +296.4% | -319.0% | -52.0% |
| All | -22.6% | +299.7% | -322.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling