+101.6%
JHX vs FTI
+305.3%
-203.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -6.3% | -4.4% | -1.9% | -5.3% |
| 30D | -7.7% | +1.5% | -9.2% | -8.1% |
| 3M | +19.2% | +8.2% | +11.0% | +16.3% |
| 6M | +38.3% | +18.8% | +19.4% | +31.2% |
| YTD | +37.2% | +71.7% | -34.5% | +18.9% |
| 1Y | +42.3% | +90.0% | -47.8% | +19.9% |
| 3Y | -4.4% | +270.5% | -274.9% | -33.1% |
| 5Y | -26.4% | +1,084.5% | -1,110.9% | -63.2% |
| All | +101.6% | +305.3% | -203.6% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling