-4.4%
JHX vs FTV
-5.2%
+0.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -6.3% | -4.0% | -2.4% | -3.9% |
| 30D | -7.7% | -11.0% | +3.3% | -0.7% |
| 3M | +19.2% | -8.4% | +27.6% | +25.6% |
| 6M | +38.3% | -2.6% | +40.8% | +40.2% |
| YTD | +37.2% | -0.6% | +37.8% | +35.5% |
| 1Y | +42.3% | +11.0% | +31.3% | +29.7% |
| 3Y | -4.4% | -6.3% | +1.9% | -3.5% |
| All | -4.4% | -5.2% | +0.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling