-23.6%
JHX vs FN
+206.7%
-230.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.9% | -4.4% | +5.8% |
| 7D | +7.7% | +16.3% | -8.6% | +4.7% |
| 30D | +19.2% | -24.7% | +43.9% | +23.5% |
| 3M | -1.0% | -34.9% | +34.0% | +4.2% |
| 6M | +42.7% | -41.1% | +83.8% | +50.3% |
| YTD | +44.3% | -19.6% | +63.9% | +41.0% |
| 1Y | +72.2% | -18.5% | +90.7% | +66.8% |
| 3Y | +1.1% | +119.1% | -118.0% | -26.3% |
| 5Y | -23.6% | +206.9% | -230.5% | -52.5% |
| All | -23.6% | +206.7% | -230.2% | -52.5% |
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