+89.2%
JHX vs FND
+54.9%
+34.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -4.9% | -5.1% | +0.2% | -3.2% |
| 30D | -9.3% | -22.5% | +13.2% | -1.2% |
| 3M | +28.1% | -5.0% | +33.1% | +30.0% |
| 6M | +35.2% | -21.5% | +56.7% | +45.8% |
| YTD | +35.9% | -23.0% | +58.9% | +47.1% |
| 1Y | +42.5% | -44.9% | +87.4% | +70.6% |
| 3Y | -4.5% | -50.0% | +45.5% | +15.1% |
| 5Y | -27.1% | -63.3% | +36.2% | -9.1% |
| All | +89.2% | +54.9% | +34.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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