+668.9%
JHX vs FN
+3,620.5%
-2,951.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +2.0% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | +7.2% | -22.0% | +29.1% | +11.3% |
| 3M | +29.9% | -43.0% | +72.9% | +41.0% |
| 6M | +35.4% | -27.7% | +63.1% | +38.9% |
| YTD | +46.5% | -10.5% | +57.0% | +43.0% |
| 1Y | +55.5% | +12.5% | +43.0% | +44.1% |
| 3Y | -0.4% | +153.8% | -154.2% | -25.0% |
| 5Y | -23.3% | +288.0% | -311.3% | -48.3% |
| 10Y | +111.1% | +906.4% | -795.3% | +18.4% |
| All | +668.9% | +3,620.5% | -2,951.6% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling