+55.5%
JHX vs FTI
+108.8%
-53.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +1.5% | +5.3% | -3.7% | +1.6% |
| 30D | +7.2% | +15.3% | -8.2% | +7.3% |
| 3M | +29.9% | +15.8% | +14.2% | +30.2% |
| 6M | +35.4% | +22.6% | +12.8% | +31.2% |
| YTD | +46.5% | +79.5% | -33.1% | +35.1% |
| 1Y | +55.5% | +102.0% | -46.5% | +41.9% |
| All | +55.5% | +108.8% | -53.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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