+54.4%
JHX vs FRMI
-79.6%
+134.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.8% | +2.2% |
| 7D | +1.5% | +2.4% | -0.9% | +1.4% |
| 30D | +7.2% | -17.3% | +24.4% | +8.2% |
| 3M | +29.9% | -17.2% | +47.1% | +30.1% |
| 6M | +35.4% | -43.4% | +78.7% | +37.6% |
| YTD | +46.5% | -36.0% | +82.5% | +47.9% |
| All | +54.4% | -79.6% | +134.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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