+2,220.4%
JHX vs FTI
+3,580.7%
-1,360.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.7% |
| 7D | -4.9% | -5.6% | +0.8% | -3.3% |
| 30D | -9.3% | +0.4% | -9.7% | -9.5% |
| 3M | +28.1% | +8.1% | +20.0% | +24.5% |
| 6M | +35.2% | +16.7% | +18.5% | +27.8% |
| YTD | +35.9% | +70.0% | -34.1% | +15.3% |
| 1Y | +42.5% | +85.4% | -42.9% | +17.5% |
| 3Y | -4.5% | +265.9% | -270.4% | -36.9% |
| 5Y | -27.1% | +1,072.7% | -1,099.8% | -67.8% |
| 10Y | +104.2% | +298.9% | -194.7% | +4.6% |
| All | +2,220.4% | +3,580.7% | -1,360.3% | +943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling